Foreign Speculators and Emerging Equity Markets
โ Scribed by Geert Bekaert; Campbell R. Harvey
- Book ID
- 108502930
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 445 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0022-1082
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract We assess the extent of integration between stock markets during stressful periods using the concept of copulas. Our methodology consists of fitting copulas to simultaneous exceedances of high thresholds, and computing copulaโbased measures of interdependence and contagion. Using 21 pai
Until ยฎnancial crisis struck the ยฎve Asian economies 1 in mid-1997, private capital ยฏow to emerging market economies had gone on rising in a monotonic manner. Concurrently three major regional currency crises took place during this period, namely, the European crisis of 1992ยฑ93, 2 the Latin American