Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?

How Do Emerging and Mature Markets Differ?

Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?
This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been no generalized increase in volatility in recent years; indeed, it appears that volatility may have tended to fall rather than rise on... READ MORE...

Publication date: April 1996
ISBN 9781451844757
$15.00

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