SOME STYLISED FACTS ABOUT THE JAMAICA STOCK-MARKET

被引：0
|
作者：
AGBEYEGBE, TD
机构：
[1] CUNY HUNTER COLL, GRAD CTR, NEW YORK, NY 10021 USA
[2] UNIV W INDIES, INST SOCIAL & ECON STUDIES, MONA, JAMAICA
来源：
SOCIAL AND ECONOMIC STUDIES | 1994年 / 43卷 / 04期
关键词：
D O I：
暂无
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
This paper presents some stylised facts about the Jamaica Stock Index price movements. First, stock returns tend to be positively correlated at short horizons. Second, they are weakly negatively correlated over long horizons. Third, short-term interest rates are positively correlated with excess returns.
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页码：143 / 156
页数：14
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