Chollete, Loran; Heinen, Andreas; Valdesogo, Alfonso - Center for Operations Research and Econometrics … - 2008
(Germany, France, the UK, the US and
Japan) and Latin America (Brazil, Mexico, Argentina and Chile). The equity indices are … that is well above 3. The weekly average returns range from ¡0:01% for Japan
to 0:23% for Mexico. The standard deviations … amongst Latin American countries is much lower than amongst the
G5 countries. The highest correlations are Brazil-Mexico (0 …