Return, volatility and short-term capital inflows : a test of "return-chasing" hypothesis in Asia-Pacific equity markets
Year of publication: |
2002
|
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Authors: | Tu, Anthony H. ; Chen, Shen-yuan |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 5.2002, 3, p. 321-342
|
Subject: | Portfolio-Investition | Foreign portfolio investment | Kapitalmobilität | Capital mobility | Börsenkurs | Share price | Kapitalimport | Capital imports | Kreditrisiko | Credit risk | Länderrisiko | Country risk | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of Pacific Basin financial markets and policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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