(en %)
(2)
DW
(3)
(RSS) |
Risque
Systématique
| Risque
Spécifique
| Taiwan |
|
|
|
|
|
|
|
|
Banques
(BanksTA)
|
20.04.1988 – 30.10.1998
(2748)
|
3,095
|
94,9
|
5,1
|
-2,8e-5
(-0,264)
|
1,008
(225,865)4*
|
94,9*
|
1,98**
(0,088)
|
High-tech*
(EltncTA)
|
01.04.1988 – 30.10.1998
(2761)
|
17,672
|
46,1
|
53,9
|
5,8e-4
(1,686)**
|
0,688
(48,454)4*
|
46,1*
|
1,87**
(0,889)
|
Hardware
(InfohTA)
|
19.07.1989 – 30.10.1998
(2423)
|
26,910
|
33,5
|
66,5
|
1,187e-3
(2,407)4*
|
0,720
(34,912)4*
|
33,5*
|
1,79**
(1,424)
|
Philippines
|
|
|
|
|
|
|
|
|
Banques
(BanksPH)
|
11.12.1989 – 30.10.1998
(2320)
|
13,554
|
74,8
|
25,2
|
2,59e-4
(1,763)**
|
0,832
(82,932)4*
|
74,8*
|
2,08**
(0,116)
|
Immobilier
(RlestPH)
|
11.12.1989 – 30.10.1998
(2320)
|
0,612
|
31,7
|
68,3
|
-2,79e-4
(-0,653)
|
0,959
(32,820)4*
|
31,7*
|
2,05**
(0,980)
|
Thaïlande
|
|
|
|
|
|
|
|
|
Banques*
(BanksTH)
|
01.01.1987 – 30.10.1998
(3086)
|
3,635
|
84,7
|
15,3
|
2,9e-5
(0,181)
|
0,989
(130,811)4*
|
84,7*
|
1,80**
(0,246)
|
Immobilier
(RlestTH)
|
09.08.1994 – 30.10.1998
(1104)
|
-38,255
|
28,9
|
71,1
|
-1,26e-4
(-0,135)
|
0,782
(21,167)4*
|
28,9*
|
1,75**
(1,054)
|
High-tech
(EltncTH)
|
01.02.1993 – 30.10.1998
(1500)
|
9,103
|
26,5
|
73,5
|
9,36e-4
(1,467)*
|
0,628
(23,246)4*
|
26,5*
|
1,92**
(0,912)
|
Hardware
(InfohTH)
|
31.08.1990 – 30.10.1998
(2131)
|
8,965
|
32,8
|
67,2
|
6,42e-4
(1,089)
|
0,831
(32,216)4*
|
32,8*
|
1,86**
(1,580)
|
Singapour
|
|
|
|
|
|
|
|
|
Banques*
(BanksSG)
|
01.01.1973 – 30.10.1998
(6740)
|
1,671
|
95,3
|
4,7
|
-7e-6
(-0,173)
|
0,974
(371,318)4*
|
95,3*
|
1,93**
(0,086)
|
Immobilier*
(RlestSG)
|
01.01.1973 – 30.10.1998
(6740)
|
3,528
|
63,5
|
36,5
|
5,8e-5
(0,364)
|
1,047
(108,181)4*
|
63,5*
|
2,19**
(1,172)
|
High-tech
(EltncSG)
|
20.03.1991 – 30.10.1998
(1988)
|
15,819
|
8,4
|
91,6
|
5,32e-4
(1,148)*
|
0,303
(13,463)4*
|
8,4*
|
1,92**
(0,849)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaisie
|
|
|
|
|
|
|
|
|
Banques
(BanksMY)
|
02.01.1986 – 30.10.1998
(3347)
|
10,104
|
88,7
|
11,3
|
2,66e-4
(2,138)***
|
0,992
(161,930)4*
|
88,7*
|
1,91**
(0,173)
|
Immobilier
(RlestMY)
|
02.01.1986 – 30.10.1998
(3347)
|
2,369
|
52,8
|
47,2
|
-2e-5
(-0,066)
|
0,898
(61,153)4*
|
52,8*
|
1,99**
(0,994)
|
High-tech
(EltncMY)
|
02.01.1986 – 30.10.1998
(3347)
|
15,852
|
32,2
|
67,8
|
5,36e-4
(1,760)**
|
0,597
(39,822)4*
|
32,2*
|
1,80**
(1,037)
|
Indonésie
|
|
|
|
|
|
|
|
|
Banques*
(BanksID)
|
04.04.1990 – 30.10.1998
(2238)
|
-12,978
|
55,3
|
44,7
|
9,2e-5
(0,228)
|
0,978
(52,645)4*
|
55,3*
|
2,25**
(0,819)
|
Immobilier
(RlestID)
|
28.07.1994 – 30.10.1998
(1112)
|
-17,784
|
2,8
|
97,2
|
-4,55e-4
(-0,605)
|
0,217
(5,634)4*
|
2,8***
|
2,24**
(0,696)
|
Hong Kong
|
|
|
|
|
|
|
|
|
Banques*
(BanksHK)
|
01.01.1973 – 30.10.1998
(6740)
|
12,704
|
78,4
|
21,6
|
2,01e-4
(1,980)***
|
0,771
(156,243)4*
|
78,4*
|
2,04**
(0,466)
|
Immobilier*
(RlestHK)
|
01.01.1973 – 30.10.1998
(6740)
|
9,076
|
88,2
|
11,8
|
-6,9e-5
(-0,671)
|
1,119
(224,195)4*
|
88,2*
|
2,03**
(0,477)
|
High-tech
(EltncHK)
|
21.03.1984 – 30.10.1998
(3813)
|
10,059
|
25,6
|
74,4
|
9,9e-5
(0,356)
|
0,532
(36,219)4*
|
25,6*
|
1,91**
(1,122)
|
Hardware
(InfohHK)
|
01.06.1988 – 30.10.1998
(2718)
|
8,913
|
29,5
|
70,5
|
-4,7e-5
(-0,114)
|
0,766
(33,726)4*
|
29,5*
|
1,95**
(1,261)
|
Chine
|
|
|
|
|
|
|
|
|
Banques*
(BanksCH)
|
26.08.1991 – 30.10.1998
(1875)
|
37,809
|
97,9
|
2,1
|
1,14e-4
(1,138)*
|
0,978
(297,030)4*
|
97,9*
|
2,01**
(0,035)
|
High-tech
(EltncCH)
|
02.02.1994 – 30.10.1998
(1238)
|
44,371
|
45,2
|
54,8
|
9,11e-4
(1,291)*
|
0,743
(31,909)4*
|
45,2*
|
1,89**
(0,761)
|
|
