Volatility dependence and contagion in emerging equity markets
Year of publication: |
2001
|
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Authors: | Edwards, Sebastian ; Susmel, Raul |
Published in: |
Journal of development economics. - Amsterdam : Elsevier, ISSN 0304-3878, ZDB-ID 187117-1. - Vol. 66.2001, 2, p. 505-532
|
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Preiskonvergenz | Price convergence | Börsenkurs | Share price | Schätzung | Estimation | Lateinamerika | Latin America | 1989-1999 |
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