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Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik; Ryu, Doojin - In: Emerging markets review 22 (2015), pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
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On the stability of domestic financial market linkages in the presence of time-varying volatility
Flavin, Thomas J.; Panopulu, Aikaterinē; Unalmis, Deren - In: Emerging markets review 9 (2008) 4, pp. 280-301
Persistent link: https://www.econbiz.de/10003811146
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Exchange rate regimes, globalisation, and the cost of capital in emerging markets
Díez de los Ríos, Antonio - In: Emerging markets review 10 (2009) 4, pp. 311-330
Persistent link: https://www.econbiz.de/10003906338
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - In: Emerging markets review 11 (2010) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10009301650
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Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili; Chaker, Aloui; Masood, Omar; Fry, John - In: Emerging markets review 12 (2011) 3, pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
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Financial liberalization and stock markets efficiency : new evidence from emerging economies
Rejeb, Aymen Ben; Boughrara, Adel - In: Emerging markets review 17 (2013), pp. 186-208
Persistent link: https://www.econbiz.de/10010243088
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Bond markets co-movement dynamics and macroeconomic factors : evidence from emerging and frontier markets
Piljak, Vanja - In: Emerging markets review 17 (2013), pp. 29-43
Persistent link: https://www.econbiz.de/10010243127
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Experience-based corporate corruption and stock market volatility : evidence from emerging markets
Lau, Chi Keung; Demir, Ender; Bilgin, Mehmet Huseyin - In: Emerging markets review 17 (2013), pp. 1-13
Persistent link: https://www.econbiz.de/10010243130
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Volatility transmission in regional Asian stock markets
Abbas, Qaisar; Khan, Sabeen; Ali Shah, Syed Zulfiqar - In: Emerging markets review 16 (2013), pp. 66-77
Persistent link: https://www.econbiz.de/10010243167
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Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168