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Author: | Meric, I. Ratner, M. Meric, G. |
Title: | Co-movements of U.S. and Latin American equity markets in bull and bear markets |
Journal: | Latin American business review
2003 : VOL. 4:2, p. 99-114 |
Index terms: | Stock markets Latin America USA |
Language: | eng |
Abstract: | The co-movements of the U.S., Argentine, Brazilian, Chilean and Mexican equity markets are studied during the Oct 12, 1998 - Mar 24, 2000 bull market and the Mar 24, 2000 - Sep 10, 2001 bear market. It is found that these five markets are more closely correlated and, therefore, there is less diversification benefit to global investors during the bear market than during the bull market. |
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