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Devaluations and emerging stock market returns · Study

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ArticleDevaluations and emerging stock market returns

Jack Dean Glen2002

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Articlegreen2002

Devaluations and emerging stock market returns

34 citations·0/0 files stored·Emerging Markets Review

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1992The Cross-Section of Expected Stock Returns 1989Business conditions and expected returns on stocks and bonds 2014Handbook of International Economics 1993Currency Hedging for International Portfolios 1991Liquidity, Asset Prices and Financial Policy 1983Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency 2001A Primer on Emerging Market Crises 2001The Contribution of Domestic and External Factors to Emerging Market Devaluation Crises: An Early Warning Systems Approach

Cited by

2003Emerging markets finance 2006VALUATION IN EMERGING MARKETS 2018Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds 2014ECONOMETRIC MODELS OF THE IMPACT OF MACROECONOMIC PROCESSES ON THE STOCK MARKET IN THE BALTIC COUNTRIES 2011Switching to floating exchange rates, devaluations, and stock returns in MENA countries

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Year2002

Typearticle

Published2002-12-01

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1566-0141(02)00044-4

openalex_workW3121541099

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