The Behavior of Emerging Market Returns
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The Behavior of Emerging Market Returns
Tables
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A Comparison of IFC and MSCI Emerging Market Global Indices
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Market Weights in the IFC Indices
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Summary Statistics: Through March 1996
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Summary Statistics for Country Attributes
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Country Risk in Portfolio Strategies
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Estimated Transactions Costs in Emerging Markets
Graphs
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Graphs of Political Risk, Economic
Risk and Financial Risk for 117 countries
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Mean returns
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Volatility
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Skewness
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Kurtosis
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Correlation
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Average Return vs. Beta
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Average Returns vs. Volatility
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ICRGC and Return Moments
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Trade/GDP and Return Moments
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Price/Book and Return Moments
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Comparison of MSCI and IFC Returns
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Normality Tests
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Performance of Country Risk Attributes in Portfolio Strategies
Appendices
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Comparison of country rating services
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