The behavior of emerging market returns

被引：0

作者：

Bekaert, G ^{[1
]}

Erb, CB ^{[1
]}

Harvey, CR ^{[1
]}

Viskanta, TE ^{[1
]}

机构：

[1] Stanford Univ, Grad Sch Business, Stanford, CA 94305 USA

来源：

EMERGING MARKET CAPITAL FLOWS | 1998年 / 2卷

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The behavior of emerging market returns differs substantially from the behavior of developed equity market returns. We show that these differences have persisted in the period ending March 1996 but, at the same time, document how some salient characteristics of emerging markets vary through time. Finally, we offer some ideas on the forces that drive the cross-section of returns, volatility, skewness, kurtosis and correlation in emerging markets and detail the implications for asset allocation.

引用

页码：107 / 173

页数：67

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