Does the US fear gauge impact on the investor fear gauge in the emerging markets?
Year of publication: |
December 2015
|
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Authors: | Lee, Yen-Hsien |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 14.2015, 3, p. 197-209
|
Subject: | Emerging markets | volatility index | investor fear gauge | correlated bivariate Poisson process | Schwellenländer | Emerging economies | Volatilität | Volatility | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance |
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