Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of Economics & Finance 4 (2014) Feburary, pp. 44-46
This paper investigates linkages between equity returns and transmission and persistence of volatilities between US and selected key emerging countries during 2012. The data set consists of daily returns of exchange traded funds (ETF) of Brazil, India, Indonesia, Mexico, Russia, S. Korea, Turkey...
