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首页> 外文会议>Western Decision Sciences Institute Annual Meeting >International Equity Market: Returns, Risks and Correlations Before and During the 2008 Global Financial Crisis
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International Equity Market: Returns, Risks and Correlations Before and During the 2008 Global Financial Crisis

机译：国际股票市场：在2008年全球金融危机之前和期间的回报，风险和相关性

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摘要

This paper examines and compares the returns, risks and correlation between international stock markets and the S&P 500 for the period before and during the 2008 global financial crisis. The study seeks to assist in determining whether or not diversification into international equity markets reduces risk while increasing returns during periods of financial crises or turmoil. It follows on from the findings of previous studies that demonstrate that correlations between international stock markets are much more closely related during financial crises than during good times. This increased correlation has been shown to reduce the benefits of diversification into international markets. China was found to be very lowly correlated with the S&P 500 during the crisis period and it may offer investors an option to reduce the levels of risk in their portfolios by increasing their international investments in the Chinese market thereby taking advantage of international diversification during this crisis period.
机译：本文审查并比较了2008年全球金融危机之前和期间的国际股市与标准普尔500指数之间的回报，风险和相关性。该研究旨在协助确定国际股票市场的多样化是否降低风险，同时在金融危机或动荡期间增加回报。从前面的研究结果表明，在金融危机期间，国际股市之间的相关性比美好时光在金融危机之间的相关性比较密切相关。已经显示出增加的相关性，以减少多样化进入国际市场的益处。中国被发现与危机期间的标准普尔500指数非常差别，并可以为投资者提供一项选择通过增加中国市场的国际投资来减少其投资组合的风险水平，从而在这场危机期间利用国际多样化时期。

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