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Research in Emerging Markets Finance: Looking to the FutureGeert BekaertColumbia Business School - Finance and Economics; National Bureau of Economic Research (NBER) Campbell R. HarveyDuke 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 seriesDate posted: September 9, 2005Suggested CitationContact Information
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