Modeling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets

Modeling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
Author: Yanan Li
Publisher:
Total Pages:
Release: 2013
Genre:
ISBN:


Download Modeling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets Book in PDF, Epub and Kindle


Modeling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
Language: en
Pages:
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
Language: en
Pages: 42
Authors: John Beirne
Categories: Stock exchanges
Type: BOOK - Published: 2009 - Publisher:

GET EBOOK

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
Language: en
Pages: 40
Authors: John Beirne
Categories:
Type: BOOK - Published: 2008-12-01 - Publisher: INTERNATIONAL MONETARY FUND

GET EBOOK

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences
Price and Volatility Spillovers Across North American, European and Asian Stock Markets
Language: en
Pages: 43
Authors: Priyanka Singh
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. These mark
Return and Volatility Spillover Across Equity Markets Between China and Southeast Asian Countries
Language: en
Pages: 16
Authors: Hung Ngo
Categories:
Type: BOOK - Published: 2019 - Publisher:

GET EBOOK

Purpose - This paper aims to study the daily returns and volatility spillover effects in common stock prices between China and four countries in Southeast Asia