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Stochastic Trends in Stock Prices: Evidence from Latin American Markets

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Choudhry, Taufiq
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File URL: http://www.sciencedirect.com/science/article/B6X4M-46P9Y15-J/2/46ab624714a5ffc4ad95a941a2629f06
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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 19 (1997)
Issue (Month): 2 (April)
Pages: 285-304
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Handle: RePEc:eee:jmacro:v:19:y:1997:i:2:p:285-304

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  1. Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 454-479, September. [Downloadable!] (restricted)
  2. Andrew Worthington & Helen Higgs, 2001. "A multivariate GARCH analysis of equity returns and volatility in Asian equity markets," School of Economics and Finance Discussion Papers and Working Papers Series 089, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  3. Yoshiro Tsutsui & Kenjiro Hirayama, 2008. "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business 08-32, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]
  4. Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Other versions:
  5. Mahua Barari & Brian Lucey & Svitlana Voronkova, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp078, IIIS. [Downloadable!]
    Other versions:
  6. Luis H Gutierrez & Jesús Otero, 2006. "Testing for Stock Market Integration in a Developing Economy: Colombia," DOCUMENTOS DE TRABAJO 003560, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  7. Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005. "Do European Stock Markets Affect Latin American Stock Markets?," Finance 0512017, EconWPA. [Downloadable!]
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