Do global risk perceptions play a role in emerging market equity return volatilies?
Year of publication: |
2012
|
---|---|
Authors: | Hacihasanoglu, Erk ; Simga-Mugan, Can ; Soytas, Ugur |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, 4, p. 67-78
|
Subject: | CVIX | emerging market equity returns | MOVE | risk perceptions | VIX | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Börsenkurs | Share price | Risikoprämie | Risk premium |
-
Extreme returns and idiosyncratic risks : evidence from an emerging market
Cho, Eunyoung, (2021)
-
The risk and return conundrum explained : international evidence
Savva, Christos S., (2018)
-
Strategic risk factors for Indian stock markets
Srivastava, Aman, (2017)
- More ...
-
Do global risk perceptions influence world oil prices?
Sari, Ramazan, (2011)
-
Dynamic relationship between Turkey and European countries during the global financial crisis
Sensoy, Ahmet, (2014)
-
Oil prices and emerging market exchange rates
Turhan, İbrahim, (2013)
- More ...