Zhu, Zhenzhen; Bai, Zhidong; Vieito, João Paulo; Wong, … - In: Estudios de Economía 46 (2019) 1, pp. 5-30
We analyze the impact of the most recent global financial crisis (GFC) on the seven most important Latin American stock markets. Our mean-variance analysis shows that the markets are significantly less volatile and, in general, investors prefer to invest in the post-GFC period. Our results from...