Contagion in Emerging Markets

Serge Darolles, Jérémy Dudek and Gaelle Le Fol

Chapter 3 in Emerging Markets and Sovereign Risk, 2015, pp 45-58 from Palgrave Macmillan

Abstract: Abstract Emerging markets (EM) are experiencing continued high economic growth that accompanies strong corporate earnings growth, usually associated with large financial assets returns. Moreover, this class of assets is offering a broader diversification to international portfolios by usually being only weakly correlated with the assets of developed countries. These particular features have greatly enhanced the attractiveness of EM to the financial industry, scientific community, and other stakeholders. Sullivan (2008) even advises developed-world investors to allocate more capital to those countries, if that is indeed the case.

Keywords: Hedge Fund; Financial Contagion; Asset Return; Crisis Period; Sovereign Debt (search for similar items in EconPapers)
Date: 2015
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Working Paper: Contagion in Emerging Markets (2014)
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DOI: 10.1057/9781137450661_3

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