Time-varying risk preferences and emerging market co-movements

Journal of International Money and Finance

Volumn 21, Issue 7, 2002, Pages 1053-1072

  Chue, Timothy K ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Correlations and co movements; Emerging market stock returns; Financial market integration; Habit formation; Time varying risk preferences

Indexed keywords

EID: 0036889238     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(02)00012-8     Document Type: Article

References (12)

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