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Stockmarket Comovements Revisited

Newton Da Costa Jr, Federal University of Santa Catarina
Silvia Nunes, Amazon State University
Paulo Ceretta, Federal University of Santa Maria
Sergio Da Silva, Federal University of Santa Catarina

Abstract

We revisit the issue of comovements of emerging and developed stockmarkets, and provide a simultaneous treatment of data for the eighties and nineties. We show that while emerging markets experience greater instability in the long term than their developed counterparts, there is room for short−term strategies to take advantage of profit opportunities in the emerging markets, especially in India.

Suggested Citation

Newton Da Costa Jr, Silvia Nunes, Paulo Ceretta, and Sergio Da Silva. "Stockmarket Comovements Revisited" Economics Bulletin 7.3 (2005): 1-9.