๐”– Bobbio Scriptorium
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Regime-switching volatility of six East Asian emerging markets

โœ Scribed by Ping Wang; Mike Theobald

Book ID
113877781
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
818 KB
Volume
22
Category
Article
ISSN
0275-5319

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๐Ÿ“œ SIMILAR VOLUMES

Transmission of equity returns and volat
Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis
โœ Andrew Worthington; Helen Higgs ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 125 KB

## Abstract This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indo