Is there a "Nasdaq effect" in emerging equity markets?
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- Mico Loretan & William B English, 2000. "Evaluating changes in correlations during periods of high market volatility," BIS Quarterly Review, Bank for International Settlements, pages 29-36, June.
- Heston, Steven L. & Rouwenhorst, K. Geert, 1994. "Does industrial structure explain the benefits of international diversification?," Journal of Financial Economics, Elsevier, vol. 36(1), pages 3-27, August.
- Mr. Luis Catão & Mr. Robin Brooks, 2000. "The New Economy and Global Stock Returns," IMF Working Papers 2000/216, International Monetary Fund.
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