The budget allocation is one of the primary issues for advertisers when conducting Sponsored Search Auction (SSA) campaigns. A successful budget allocation strategy can improve the effectiveness of the SSA campaign management, thus helping the advertiser prevail in the fierce competition of online marketing. A multi-level framework is proposed in this paper for budget allocation in the context of SSA campaign management focusing on cross-market issues in the entire life-cycle of SSA campaigns. Based on this framework, a set of optimization strategies are designed from two points of views, namely across several search advertising markets and over time during the marketing campaign life cycle. Furthermore, logs are collected from real SSA campaigns to validate the proposed budget allocation framework and strategies. Experimental results show that the framework and identified strategies for budget allocation across search advertising markets can help advertisers improve advertising performance (e.g., volume of clicks) by 10% or even more.