Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ? /
This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been no generalized increase in volatility in recent years; indeed, it appears that volatili...
| Glavni autor: | |
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| Format: | Žurnal |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
1996.
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| Serija: | IMF Working Papers; Working Paper ;
No. 1996/029 |
| Online pristup: | Full text available on IMF |