The tail risk of emerging stock markets

Emerging Markets Review

Volumn 10, Issue 4, 2009, Pages 242-256

  Li, Xiao Ming ^a   Rose, Lawrence C ^b  

^a MASSEY UNIVERSITY   (New Zealand)

^b MASSEY UNIVERSITY   (New Zealand)

Author keywords

Emerging markets; Investable stocks; Non investable stocks; Tail dependence; Tail risk

Indexed keywords

EID: 70349995771     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2009.09.001     Document Type: Article

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