"Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification
In this research, we analyzed the short and long term interdependence and relationship between the stock indices of the major emerging capital markets and the major developed markets for the period 1995-2005. The aim was to verify the existence and the dynamics of the “contagion” between the markets...
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| Format: | Article |
| Language: | English |
| Published: |
Brazilian Society of Finance
2008-10-01
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| Series: | Revista Brasileira de Finanças |
| Subjects: | |
| Online Access: | http://virtualbib.fgv.br/ojs/index.php/rbfin/article/view/1306 |