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Author: | Arbelaez, H. Urrutia, J. Abbas, N. |
Title: | Short-term and long-term linkages among the Colombian capital market indexes |
Journal: | International Review of Financial Analysis
2001 : VOL. 10:3, p. 237-273 |
Index terms: | CAPITAL MARKETS COINTEGRATION INDEXATION COLOMBIA |
Language: | eng |
Abstract: | The purpose of this paper is to empirically examine the short-term and long-term linkages among the several stock indicies of the former Medellin Stock Exchange, traditionally the most important equity market of Colombia. |
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