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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Regime-switching in emerging stock market returns
Assoé, Kodjovi G. - In: Multinational finance journal : MF ; quarterly … 2 (1998) 2, pp. 101-132
Persistent link: https://www.econbiz.de/10001436202
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Regime-Switching in Emerging Stock Market Returns
Assoe, Kodjovi - 2016
Many emerging markets have experienced significant changes in government policies and capital market reforms. These changes may lead to changes in their return-generating processes. Based on Markov-switching models, this paper investigates whether there is more than one regime in the...
Persistent link: https://www.econbiz.de/10013004218
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Global Financial Crisis and Emerging Stock Market Contagion : A Multivariate FIAPARCH-DCC Approach
Dimitriou, Dimitrios I. - 2013
on five most important emerging equity markets, namely Brazil, Russia, India, China and South Africa (BRICS), as well as …
Persistent link: https://www.econbiz.de/10013080540
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Long-Run inflation and exchange rates hedge of stocks in Brazil and Mexico
Ortiz, Edgar (contributor); Cabello, Alejandra (contributor) - In: Global economy journal : GEJ 6 (2006) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10003561185
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Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan; Baumöhl, Eduard - In: Economic systems 39 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011527515
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Time-varying risk premia in large international equity markets
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - 2018
Persistent link: https://www.econbiz.de/10011876090
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(Ab)normal returns in an emerging stock market : international investor perspective
Roszkowska, Paulina; Langer, Lukasz K. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2809-2833
Persistent link: https://www.econbiz.de/10012211039