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Predictable Risk and Returns in Emerging Markets. (1994). Harvey, Campbell.
In: NBER Working Papers.
RePEc:nbr:nberwo:4621.

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Cited: 20

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  2. Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012. (2017). Rosas, Mario Alberto ; Ortega, Miguel Flores .
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  3. Development of stock market pricing in Central and Eastern Europe through two decades after the transition. (2015). Ormos, Mihály ; Bota, Gabor.
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  4. Stocks for the long run? Evidence from emerging markets. (2014). Spierdijk, Laura ; Umar, Zaghum.
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  5. Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. (2014). McGroarty, Frank ; Hull, Matthew .
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  6. AN ANALYSIS OF THE DIVERSIFICATION POTENTIAL OF EMERGING MARKETS FOR INTERNATIONAL EQUITY PORTFOLIOS IN RECENT YEARS. (2014). BELASCU, LUCIAN ; Lucian, Belascu ; Alexandra, Horobet .
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  7. A Model Forecasting Risk for Emerging Market Currencies. (2007). .
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  8. Asset Prices in Chile: Facts and Fads. (2002). Morande, Felipe ; Bergoeing, Raphael ; Soto, Raimundo.
    In: Central Banking, Analysis, and Economic Policies Book Series.
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  9. Evidence of nonlinear speculative bubbles in pacific-rim stock markets. (1999). Uppal, Jamshed ; Rosser, Barkley ; Ahmed, Ehsan .
    In: The Quarterly Review of Economics and Finance.
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  10. Understanding the Political Implications of Financial Internationalization in Emerging Market Countries. (1998). Maxfield, Sylvia.
    In: World Development.
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  11. Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y..
    In: Multinational Finance Journal.
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  12. Complex bubble persistence in closed-end country funds. (1997). Rosser, Barkley ; Koppl, Roger ; Ahmed, Ehsan ; White, Mark V..
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  13. A measure of stock market integration for developed and emerging markets. (1995). Korajczyk, Robert.
    In: Policy Research Working Paper Series.
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  14. Real Versus Pseudo-International Systemic Risk: Some Lessons from History. (1995). Mizrach, Bruce ; Bordo, Michael ; Schwartz, Anna J..
    In: NBER Working Papers.
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  15. International Integration of Equity Markets and Contagion Effects. (1995). McDermott, Christopher ; Cashin, Paul ; Kumar, Manmohan S.
    In: IMF Working Papers.
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  16. The structure of international stock returns and the integration of capital markets. (1995). Rouwenhorst, K. ; Wessels, Roberto E. ; Heston, Steven L..
    In: Journal of Empirical Finance.
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  17. Tax policy and international capital flows. (1994). Feldstein, Martin.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  18. Tax Policy and International Capital Flows. (1994). Feldstein, Martin.
    In: NBER Working Papers.
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  19. Time-Varying World Market Integration. (1994). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
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  20. Asset prices in Chile: facts and fads.. (). Soto, Raimundo ; Morandé, Felipe ; Bergoeing, Raphael ; Morande, Felipe .
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  50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
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