Document Type
Article
Publication Date
2003
Publication Title
Journal of Emerging Markets
First Page
37
Last Page
48
Additional Publication URL
http://www.worldcat.org/oclc/32932303
Rights
This article was archived with permission from Peter J. Tobin College of Business, St. John's University, all rights reserved. Document also available from Journal of Emerging Markets.
Recommended Citation
Curci, Roberto; Grieb, Terrance; and Reyes, Mario, "Intertemporal Covariance and Correlation Stability in Mexican Stock Returns" (2003). Scholarship and Professional Work - Business. 57.
https://digitalcommons.butler.edu/cob_papers/57
