Stockmarket comovements revisited

Newton Da Costa (), Silvia Nunes (), Paulo Ceretta () and Sergio Da Silva ()
Additional contact information
Newton Da Costa: Department of Economics, Federal University of Santa Catarina, Brazil
Silvia Nunes: Department of Economics, Amazon State University
Paulo Ceretta: Department of Management, Federal University of Santa Maria

Economics Bulletin, 2005, vol. 7, issue 3, pages 1-9

Abstract: We revisit the issue of comovements of emerging and developed stockmarkets, and provide a simultaneous treatment of data for the eighties and nineties. We show that while emerging markets experience greater instability in the long term than their developed counterparts, there is room for short-term strategies to take advantage of profit opportunities in the emerging markets, especially in India.

Keywords: Emerging markets; stockmarket comovements (search for similar items in EconPapers)
JEL-codes: G1 M2 (search for similar items in EconPapers)
Date: 2005 Written 2005-03-21
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