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...
| 企業作者: | |
|---|---|
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
1996.
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| 叢編: | IMF Staff Papers; IMF Staff Papers ;
No. 1996/003 |
| 在線閱讀: | Full text available on IMF |