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This study examines the daily, weekly, and monthly behavior of volatility in emerging stock markets in local currency and in dollar-adjusted returns. An iterated cumulative sums of squares methodology is used to identify the points and magnitude of shocks/sudden changes in the unconditional...
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The Second International conference on corporate Governance in emerging Markets is one in a series of academic events organized by the Emerging Markets Corporate Governance Network (EMCGN). The Global Corporate Governance Forum (GCGF) at the IFC endorses and supports the Network, which was first...
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