Capital Controls and Stock Market Volatility in Frequency Domain

The link between capital controls and stock market volatility is examined using frequency domain techniques. Conventional analyses of the second moments can produce spurious results if the high-frequency volatility is reduced (increased) while the overall volatility is increased (reduced)

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Year of publication:	2014
Authors:	Orlov, Alexei G.
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Kapitalverkehrskontrolle \| Capital controls \| Volatilität \| Volatility \| Aktienmarkt \| Stock market \| Zeitreihenanalyse \| Time series analysis \| Lateinamerika \| Latin America \| Asien \| Asia \| Russland \| Russia
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 91, No. 2, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2006 erstellt Volltext nicht verfügbar
Classification:	F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; C14 - Semiparametric and Nonparametric Methods
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013055581