TITLE

Time-Varying Betas in an Emerging Stock Market: The Case of Brazil

AUTHOR(S)
Grieb, Terrance; Reyes, Mario G.
PUB. DATE
January 2001
SOURCE
American Business Review;Jan2001, Vol. 19 Issue 1, p118
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Examines the investable stock market in Brazil. Correlation between the investable stocks and aggregate market volatility; Estimates of market capitalization; Impact of stock market liberalization on market volatility and systematic risk of stocks.
ACCESSION #
4084124

 

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