Similar Search Results

Financial deeping and business cycle volatility in Korea

Hwang, Jinyoung; Lee, Jong-Han - In: Applied financial economics 23 (2013) 19/21, pp. 1693-1700

Persistent link: https://www.econbiz.de/10010260182

Volatility transmission across markets : a multichain Markov switching model

Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7/9, pp. 659-670

Persistent link: https://www.econbiz.de/10003491212

Sources of output volatility from financial crisis in emerging markets

Pattanachak, Kritchaya; Lee, Jin Man - In: Applied financial economics 20 (2010) 1/3, pp. 183-199

We investigate how output fluctuates before and after these financial crises hit the E-7 countries by excluding the crisis period defined earlier from the sample. The E-7 is referred to a group of seven emerging market countries-Thailand, Malaysia, Indonesia, the Philippines, South Korea, Mexico...

Persistent link: https://www.econbiz.de/10003935995

Financial liberalization, stock market volatility and outliers in emerging economies

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823

In this article, we test whether the structure of emerging market volatility has changed and assess the link between … the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends … to generate outlying returns around the opening dates, thus giving the appearance of increases in market volatility. We …

Persistent link: https://www.econbiz.de/10003856643

Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea

Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435

Persistent link: https://www.econbiz.de/10010401960

Black and official exchange rate volatility and foreign exchange controls

Phylaktis, Kate - In: Applied financial economics 7 (1997) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10001219246

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003

Persistent link: https://www.econbiz.de/10009317447

Momentum strategy and credit risk

Lu, Su-lien; Lee, Kuo-jung; Yu, Chia-chang - In: Applied financial economics 24 (2014) 10/12, pp. 753-762

Persistent link: https://www.econbiz.de/10010402585

Do common volatility models capture cyclical behaviour in volatility?

Clements, Adam; Collet, Jérôme - In: Applied financial economics 18 (2008) 7/9, pp. 599-604

Persistent link: https://www.econbiz.de/10003739247

Financial instability and the short-term dynamics of volatility expectations

Maghrebi, Nabil; Holmes, Mark J.; Oya, Kosuke - In: Applied financial economics 24 (2014) 4/6, pp. 377-395

Persistent link: https://www.econbiz.de/10010399697

1
2
3
4
5
6
7
8
9
10
Next
Last