Johnson, Robert; Soenen, Luc - In: Emerging Markets Finance and Trade 45 (2009) 4, pp. 69-82
Venezuela, covering the period 1995-2007. The Argentinian, Brazilian, and Peruvian stock markets are significantly affected by …Using Geweke feedback measures, we present empirical evidence that largely supports the hypothesis that the stock … markets of South American countries are highly affected by changes in commodity prices after controlling for changes in …