Nonlinear dynamics between the investor fear gauge and market index in the emerging Taiwan equity market
Yang-Cheng Lu, Yu-Chen Wei, and Chien-Wei Chang
| Year of publication: |
2012
|
|---|---|
| Authors: | Lu, Yang-cheng ; Wei, Yu-chen ; Chang, Chien-wei |
| 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, Suppl.1, p. 171-191
|
| Subject: | causality | investor fear gauge | options volatility index | Taiwan | threshold model | Volatilität | Volatility | Aktienindex | Stock index | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Index-Futures | Index futures | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009682587