Alternatives for the construction of a CARICOM Regional Stock Market Index
Craigwell, Michael
Alternatives for the construction of a CARICOM Regional Stock Market Index - 1998
Explores alternative strategies and computations in the development of a Regional Stock Price Index. Proposes possible inclusion criteria and weighting schemes and compares the resulting indices with well-established international benchmarks, specifically those pertaining to emerging markets. Examines returns performance and volatility, and correlations over the last five years, and evaluates the pros and cons of each method of construction.
Alternatives for the construction of a CARICOM Regional Stock Market Index - 1998
Explores alternative strategies and computations in the development of a Regional Stock Price Index. Proposes possible inclusion criteria and weighting schemes and compares the resulting indices with well-established international benchmarks, specifically those pertaining to emerging markets. Examines returns performance and volatility, and correlations over the last five years, and evaluates the pros and cons of each method of construction.