The political economy of volatility dynamics in the Hong Kong stock market
Year of publication: |
2002
|
---|---|
Authors: | Fong, Wai-mun ; Kee, Koh Seng |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 9.2002, 3/4, p. 259-282
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Hongkong | Hong Kong | 1982-1994 |
-
Chai, Shanglei, (2015)
-
Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj, (2020)
-
Volatility Control Mechanisms : The International Experience and the Evidence from Hong Kong
Chan, Kalok, (2022)
- More ...
-
Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun, (1997)
-
Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun, (1994)
-
A Cardan's discriminant approach to predicting currency crashes
Kee, Koh Seng, (2007)
- More ...