Devaluations and emerging stock market returns

Emerging Markets Review

Volumn 3, Issue 4, 2002, Pages 409-428

  Glen, Jack ^a  

^a International Finance Corporation   (United States)

Author keywords

Currency; Stock market

Indexed keywords

EID: 0036889258     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1566-0141(02)00044-4     Document Type: Article

References (10)

1. Y. Amihud, H. Mendelson, 1991 Liquidity, asset prices and financial policy, Financial Analy. J., November-December pp. 55-66.
2. G. Bodnar, M.H. Franco Wong, Estimating exchange rate exposures: some 'weighty' issues, National Bureau of Economic Research. Working Paper Series (US); No. 7497:1-44, January 2000.
3. R. Dornbusch, A primer on emerging market crises, NBER Working Paper Number 8326, 2001.
4. Fama, E., French, K., 1990. Business conditions and expected returns on stocks and bonds. J. Financial Econ. 25, 23-49.
5. E. Fama, K. French, 1992 The cross-section of expected stock returns, Journal of Finance, June pp. 427-465.
6. J. Glen, P. Jorion, 1993 Currency hedging for international portfolios, Journal of Finance, XLVIII, pp. 1865-1886.
7. M. Goldstein, G. Kaminsky, C. Reinhart, 2000 Assessing financial vulnerability, Institute for International Economics.
8. IMF, World Economic Outlook, April 2002.
9. S. Kamin, J. Schindler, S. Samuel, The contribution of domestic and external factors to emerging market devaluation crises: An early warning systems approach, International Finance Discussion Papers, Number 711, Board of Governors of the Federal Reserve System, September 2001.
10. Levich, R.M., 1988. Empirical studies of exchange rates: price behavior, rate determination and market efficiency. In: Jones, R., Kenen, P. (Eds.), Handbook of International Economics. North-Holland, .