Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets

International Review of Financial Analysis

Volumn 17, Issue 2, 2008, Pages 396-410

  Abugri, Benjamin A ^a  

^a SOUTHERN CONNECTICUT STATE UNIVERSITY   (United States)

Author keywords

Emerging markets; Latin America; Macroeconomic volatility; Stock returns; Vector autoregressive model

Indexed keywords

EID: 40649101006     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.09.002     Document Type: Article

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