The Behavior Of Emerging Market Returns Currency devaluations, failed economic plans, regulative changes, coups and other national financial "shocks" are notoriously immobile to predict and may have disasterous consequences for global portfolios. Indeed, these characteristics often delineate the difference in investment in the capital merchandises of substantial and emerging economies. Research on emerging food markets has suggested three market features: high average returns, high volatility and low correlations both across the emerging markets and with developed markets.
Indeed, the lesson of volatility was learned the setaceous way by many investors in December 1994 when the Mexican stock market began a fall that would reduce candor value in U.S. dollars by 80% over the disposed three months. But, we have learned far more about these fledgling markets. First, we need to be careful in translation the average performance of these markets. Harvey (1995) points out that the Internatio...If you want to get a full essay, order it on our website:
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