IMF Staff papers, Volume 43 No. 3.
This paper examines the volatility and predictability of emerging stock markets. A range of measures suggests that, despite perceptions to the contrary, the volatility of emerging markets may have fallen rather than risen on average. Also, although the autocorrelations in emerging market returns app...
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| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
1996.
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| Series: | IMF Staff Papers; IMF Staff Papers ;
No. 1996/003 |
| Online Access: | Full text available on IMF |