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...
| Співавтор: | |
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| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
1996.
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| Серія: | IMF Staff Papers; IMF Staff Papers ;
No. 1996/003 |
| Онлайн доступ: | Full text available on IMF |