Benefits of Emerging Markets Stocks and Foreign Exchange as Alternate Investment Assets and Their Causal Relation
Lee, Pooi Chie (2010) Benefits of Emerging Markets Stocks and Foreign Exchange as Alternate Investment Assets and Their Causal Relation. [Dissertation (University of Nottingham only)] (Unpublished)
This dissertation examines the benefit of investing in emerging markets and the use of foreign currency as an investment asset in a diversified portfolio for 9 developed and 6 emerging markets for the period July 2005 to June 2010. This is sub-divided into pre crisis (1 July 2005 to 30 June 2008) and post crisis (1 July 2008 to 30 June 2010) period in order to determine the impact of crisis to the asset’s risk-return trade-off and direction of causal relation between stock price and exchange rates.
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