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Alternatives for the construction of a CARICOM Regional Stock Market Index

By:

Craigwell, Michael

Material type: Text

TextPublication details: 1998Action note:

5/10/01 JOY_D

Summary: 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.

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Holdings
Item type	Current library	Status	Barcode
Analytic	CARICOM Documentation Centre	Available	0000000017560

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.

5/10/01 JOY_D

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