5 year weekly correlation coefficients, as generated by Bloomberg. Not entirely sure what to make of it, but, besides the in-country (2 systems) S&P500/NASDAQ(/DJ Europe) and HSI/HSCEI, the tightest correlations are between Japan and Korea, Japan and Singapore (& Japan and Asia ex-Japan/India) plus Singapore and HSI/HSCEI. Korea/Taiwan a little behind those names, and a surprisingly low correlation between NASDAQ and Taiwan.
Just thought you might like to know.
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