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Short-term external debt and foreign exchange rate volatility in emerging economies : evidence from the Korea market
Sung, Tae Yoon; Park, Danbee; Park, Ki Young - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 138-157
Persistent link: https://www.econbiz.de/10011339539
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Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo; Jordan, Steven J.; Lee, Wonchang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
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Application of Heston's model to the Chinese stock market
Liu, Guifang; Xu, Weijun - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1749-1763
Persistent link: https://www.econbiz.de/10011824755
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Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 50 (2014) 5, pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
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Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
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Comovement of exchange rates : a wavelet analysis
Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 574-588
Persistent link: https://www.econbiz.de/10011562523
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Modeling time-varying volatility and expected returns : evidence from the GCC and MENA regions
Janabi, Mazin A. M. al; Hatemi-J, Abdulnasser; … - In: Emerging markets finance & trade : a journal of the … 46 (2010) 5, pp. 39-47
Persistent link: https://www.econbiz.de/10009238997
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The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
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An empirical analysis of the volatility in the open-end fund market : evidence from China
Xie, Shiqing; Huang, Xichen - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 150-162
Persistent link: https://www.econbiz.de/10010258917