Abstract

http://ssrn.com/abstract=795364
 
 

References (111)



 
 

Citations (74)



 


 



Research in Emerging Markets Finance: Looking to the Future


Geert Bekaert


Columbia Business School - Finance and Economics; National Bureau of Economic Research (NBER)

Campbell R. Harvey


Duke University - Fuqua School of Business; National Bureau of Economic Research (NBER)

September 11, 2002


Abstract:     
Much has been learned about emerging markets finance over the past 20 years. These markets have attracted a unique interdisciplinary interest that bridges both investment and corporate finance with international economics, development economics, law, demographics and political science. Our paper focuses on the research areas that are ripe for exploration. We provide new evidence on how emerging market returns, volatility, betas, correlations, skewness and kurtosis have changed as these markets become more financially open.

Number of Pages in PDF File: 27

Keywords: Emerging markets, International Cost of Capital, Financial openness, dating integration, market segmentation, market integration, capital flows, contagion, market correlations, emerging market volatility, emerging return skewness, emerging return kurtosis

JEL Classification: F30, F36, G12, G15, G18, G20

working papers series


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Date posted: September 9, 2005  

Suggested Citation

Bekaert, Geert and Harvey, Campbell R., Research in Emerging Markets Finance: Looking to the Future (September 11, 2002). Available at SSRN: http://ssrn.com/abstract=795364 or http://dx.doi.org/10.2139/ssrn.795364

Contact Information

Geert Bekaert
Columbia Business School - Finance and Economics ( email )
3022 Broadway
New York, NY 10027
United States

National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Campbell R. Harvey (Contact Author)
Duke University - Fuqua School of Business ( email )
Box 90120
Durham, NC 27708-0120
United States
919-660-7768 (Phone)
919-660-8030 (Fax)
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
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