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Tests of technical trading strategies in the emerging equity markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo Pereira Câmara - In: Journal of banking & finance 23 (1999) 12, pp. 1887-1905

Persistent link: https://www.econbiz.de/10001429010

Stock returns and trading volume : evidence from the emerging markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo Pereira Câmara - In: Journal of emerging markets 6 (2001) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10001620017

An examination of the decoupling of emerging markets from the US equity market

Ratner, Mitchell; Meriç, İlhan; Meriç, Gülser - In: Journal of emerging markets 14 (2009) 1, pp. 7-23

Persistent link: https://www.econbiz.de/10003871329

Sovereign credit default swaps as currency safe havens

Ratner, Mitchell; Chiu, Chih-Chieh - In: Journal of emerging markets 18 (2013) 3, pp. 7-17

Persistent link: https://www.econbiz.de/10010457531

Hedging emerging market stock risk with sovereign credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: Journal of emerging markets 20 (2015) 1/2, pp. 37-51

Persistent link: https://www.econbiz.de/10011626638

Hedging Emerging Market Stock Risk with Sovereign Credit Default Swaps

Ratner, Mitchell; Chiu, Chih-Chieh (Jason) - 2016

This paper tests sovereign credit default swaps (CDS) as a hedge and safe haven asset against stock index returns in a sample of 18 emerging markets from 2005-2014. GARCH dynamic conditional correlation analysis indicates that CDS are an effective hedge due to the consistent inverse relationship...

Persistent link: https://www.econbiz.de/10014130006

International market linkages and common volatility in emerging markets of Latin America

Silva, André Luiz Carvalhal da; Leal, Ricardo Pereira … - In: Journal of emerging markets 13 (2008) 3, pp. 20-31

Persistent link: https://www.econbiz.de/10003823706

Clustering in emerging equity markets

Mendes, Beatriz Vaz de Melo; Leal, Ricardo Pereira Câmara - In: Emerging markets review 8 (2007) 3, pp. 194-205

Persistent link: https://www.econbiz.de/10003533682

Dual-class unifications and corporate governance in Brazil

Bortolon, Patrícia M.; Leal, Ricardo Pereira Câmara - In: Emerging markets review 20 (2014), pp. 89-108

Persistent link: https://www.econbiz.de/10010419458

Volatility in emerging stock markets

Aggarwal, Reena; Inclan, Carla; Leal, Ricardo Pereira … - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 33-55

Persistent link: https://www.econbiz.de/10001436335