For an MBA degree, the vast majority of programs expect work experience, so that you have experiences to draw from in the classroom discussions and your coursework. Most schools will take a very small number of candidates directly from undergrad, though they have to have very strong profiles in terms of academics, GMAT, extracurriculars, internships/experiences, recommendations, etc. Harvard has their 2 + 2 program, by the way, very competitive, is for undergrads and is deferred admission after work experience, see http://www.hbs.edu/mba/admissions/appli ... ocess.aspx
In terms of Masters degrees, it can be less difficult to get in without work experience; most top MBA programs (US & UK) also offer Masters degrees in other areas. You still need a strong profile and test scores for top schools and explanation of why you are interested in that field. In the UK London School of Economics is also known for their Masters in economics/finance/other areas (mentioning them as they are not an MBA program but have Masters degrees). Otherwise the majority of business schools also offer masters degrees that you can research.
Hope that is helpful for a starting point, I encourage you to do some additional research and think more about what you are most interested in doing short and long term for your career and in what region. Good luck!
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