Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10000823474
Persistent link: https://www.econbiz.de/10000451647
Persistent link: https://www.econbiz.de/10000787018
Persistent link: https://www.econbiz.de/10003617997
Persistent link: https://www.econbiz.de/10000814532
This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets with the application of GJR-GARCH model. According to the results obtained, the emerging stock markets have leverage effect in conditional variance and emerging bad news...
Persistent link: https://www.econbiz.de/10008464865