Hacihasanoglu, Erk; Simga-Mugan, F. N. Can; Soytas, Ugur - In: Emerging Markets Finance and Trade 48 (2012) 4, pp. 67-78
This paper investigates whether global risk perceptions lead emerging market return volatilities. In so doing, we analyzed the period of interest in three parts to determine the effects of the changes in global risk perceptions on the volatility of emerging markets. We uncovered volatility...
