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Volatility in financial markets has forced economists to reexamine the validity of the efficient...

This paper is a response to the literature that tests for cointegration between national stock...

The implementation of the Commercial Rehabilitation Law (CRL) on April 1, 2000 was considered a...

This paper, using T-GARCH models, finds that the United States has been the major source of price...

This paper examines whether the six largest and most active emerging stock markets are...

This paper examines the performance of emerging market bank stocks around the time of rating...