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Portfolio analysis of South American stock markets

Shachmurove, Yochanan - In: Applied financial economics 8 (1998) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10001244162

Forecasting volatility using range data : analysis for emerging equity markets in Latin America

Asai, Manabu; Brugal, Iván - In: Applied financial economics 22 (2012) 4/6, pp. 461-470

Persistent link: https://www.econbiz.de/10009581301

The impact of the movements in US three-month treasury bill yields on the equity markets in Latin America

Soydemir, Gökçe A. - In: Applied financial economics 12 (2002) 2, pp. 77-84

Persistent link: https://www.econbiz.de/10001646445

An empirical investigation of asset price bubbles in Latin American emerging financial markets

Sarno, Lucio; Taylor, Mark P. - In: Applied financial economics 13 (2003) 9, pp. 635-643

Persistent link: https://www.econbiz.de/10001776865

Introduction to Applied financial economics Volume 20, 2010

Taylor, Mark P. - In: Applied financial economics 20 (2010) 1/3, pp. 1

Persistent link: https://www.econbiz.de/10003935891

Financial liberalization and stock market volatility : the case of Indonesia

James, Gregory A.; Karoglou, Michail - In: Applied financial economics 20 (2010) 4/6, pp. 477-486

This article examines the relationship between financial liberalization and stock market volatility in Indonesia. By looking at the time series properties of the Jakarta Composite Index (JCI) we identify breaks in stock market volatility which coincide with the timing of major policy events. Our...

Persistent link: https://www.econbiz.de/10003963445