Search Results

You are looking at 1 - 1 of 1 items for :

  • "CARICOM firm" x
  • Macroeconomics x
Clear All
Goohoon Kwon and Mr. Raphael A Espinoza

. We only kept the series that were long enough (with more than 100 trading days) and that were found for cross-listed stocks in Brazil and Argentina, Singapore and Hong-Kong, and France and Germany 9 . We excluded from the time series all days in which trading volumes were not positive for both markets, in order to keep only meaningful price information. The 9 CARICOM firms generated 11 cross-premium series: 8 Trinidad and Tobago-Jamaica series (TTO-JAM), 3 Trinidad and Tobago –Barbados series (TTO-BRB). These series are shorter than the initial data because only