Correlation in price changes and volatility of major Latin American stock markets

Journal of Multinational Financial Management

Volumn 9, Issue 1, 1999, Pages 79-93

  Christofi, A ^a   Pericli, A ^b  

^a MONMOUTH UNIVERSITY   (United States)

^b Federal Home Loan Mortgage Corporation   (United States)

Author keywords

C1; C3; Emerging markets; F3; GARCH; Latin America

Indexed keywords

EID: 0002879676     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00047-4     Document Type: Article

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