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Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America

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Araújo, Eurilton
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File URL: http://www.ibmecsp.edu.br/pesquisa/download.php?recid=3170
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Paper provided by Ibmec Working Paper, Ibmec São Paulo in its series Ibmec Working Papers with number wpe_111.

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Date of creation: Oct 2008
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Handle: RePEc:ibm:ibmecp:wpe_111

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Pagan, Jose A & Soydemir, Gokce, 2000. "On the Linkages between Equity Markets in Latin America," Applied Economics Letters, Taylor and Francis Journals, vol. 7(3), pages 207-10, March. [Downloadable!] (restricted)
  2. Canova, Fabio & de Nicolo, Gianni, 1997. "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers 1614, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  3. Gallagher, Liam A, 1999. "A Multi-country Analysis of the Temporary and Permanent Components of Stock Prices," Applied Financial Economics, Taylor and Francis Journals, vol. 9(2), pages 129-42, April. [Downloadable!] (restricted)
  4. Hess, Patrick J & Lee, Bong-Soo, 1999. "Stock Returns and Inflation with Supply and Demand Disturbances," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(5), pages 1203-18.
  5. Choudhry, Taufiq, 2001. "Inflation and rates of return on stocks: evidence from high inflation countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 75-96, March. [Downloadable!] (restricted)
  6. Canova, Fabio & Nicol , Gianni De, 2000. "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 4(03), pages 343-372, September. [Downloadable!]
  7. Fraser, Patricia & Groenewold, Nicolaas, 2006. "US share prices and real supply and demand shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 149-167, February. [Downloadable!] (restricted)
  8. Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver, 2002. "Stock market linkages: Evidence from Latin America," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1113-1141, June. [Downloadable!] (restricted)
  9. Du, Ding, 2006. "Monetary policy, stock returns and inflation," Journal of Economics and Business, Elsevier, vol. 58(1), pages 36-54. [Downloadable!] (restricted)
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