Series: IMF Staff Papers
Author(s): International Monetary Fund. Research Dept.
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 January 1996
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...