Volatility dependence and contagion in emerging equity markets
By: Sebastian Edwards, Raul Susmel.
Contributors: Susmel, Raul, 1962-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8506; Working paper series (National Bureau of Economic Research) -- working paper no. 8506.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Stocks -- Prices -- Latin America.; Rate of return -- Latin America.; Contagion (Social psychology) -- Economic aspects -- Latin America.; Capital movements -- Latin America.
Notes: "October 2001."

JEL no. F3, G12, G15.

Includes bibliographical references (p. 15-16).

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Electronic version available via the Internet at the NBER World Wide Web site.