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IMF Staff papers, Volume 43 No. 3

IMF Staff papers, Volume 43 No. 3 »

Journal Issue

Volume: 45

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1996

DOI: http://dx.doi.org/10.5089/9781451973440.024

ISBN: 9781451973440

Keywords: emerging markets, mature markets, investment, portfolios, equity markets

This paper examines the volatility and predictability of emerging stock markets. A range of measures suggests that, despite perceptions to the contrary, the volatility of emerging markets may have fallen rather tha...