Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Abu S. Amin and Lucjan T. Orlowski
| Year of publication: |
2014
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|---|---|
| Authors: | Amin, Abu S. ; Orłowski, Lucjan T. |
| 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. 50.2014, 3, p. 5-27
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| Subject: | emerging financial markets | dynamic conditional correlation | frontier markets | mature financial markets | regional financial markets | volatility spillovers | Finanzmarkt | Financial market | Volatilität | Volatility | Schwellenländer | Emerging economies | Korrelation | Correlation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Südasien | South Asia | Aktienmarkt | Stock market |
| 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/10010464049