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Article
Stockmarket Comovements Revisited
Economics Bulletin (2005)
  • Newton Da Costa Jr, Federal University of Santa Catarina
  • Silvia Nunes
  • Paulo Ceretta
  • 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.
Keywords
  • Stock markets
Disciplines
Publication Date
March, 2005
Publisher Statement
Economics Bulletin is open access
Citation Information
Newton Da Costa Jr, Silvia Nunes, Paulo Ceretta and Sergio Da Silva. "Stockmarket Comovements Revisited" Economics Bulletin Vol. 7 Iss. 3 (2005)
Available at: http://works.bepress.com/sergiodasilva/27/