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Correlation in price changes and volatility of major Latin American stock markets

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  • Christofi, A.
  • Pericli, A.

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  • Christofi, A. & Pericli, A., 1999. "Correlation in price changes and volatility of major Latin American stock markets," Journal of Multinational Financial Management, Elsevier, vol. 9(1), pages 79-93, January.
    • Handle: RePEc:eee:mulfin:v:9:y:1999:i:1:p:79-93
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    8. De Santis, Giorgio & imrohoroglu, Selahattin, 1997. "Stock returns and volatility in emerging financial markets," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 561-579, August.
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