Intertemporal Covariance and Correlation Stability in Mexican Stock Returns

Authors

Roberto Curci, Butler UniversityFollow
Terrance Grieb
Mario Reyes

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