Showing 1 - 10 of 117,266
Persistent link: https://www.econbiz.de/10008456491
Persistent link: https://www.econbiz.de/10001372066
Persistent link: https://www.econbiz.de/10001375952
Persistent link: https://www.econbiz.de/10001378658
Persistent link: https://www.econbiz.de/10001256161
Persistent link: https://www.econbiz.de/10001227607
Persistent link: https://www.econbiz.de/10001250670
Persistent link: https://www.econbiz.de/10001252953
.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 … show evidence of significant bidirectional spillover of return and volatility between China and Japan. The results also … flowing from India to China, Sri Lanka to Japan, Pakistan to Sri Lanka, and Hong Kong to India and Japan. Conclusions: These …
Persistent link: https://www.econbiz.de/10011499342
Using variance risk premiums (VRPs) nonparametrically calculated from equity markets in selected major developed economies and emerging market economies (EMEs) over 2007 - 2015, we document the correlation of VRPs across the markets and examine whether equity fund flows work as a path through...
Persistent link: https://www.econbiz.de/10011522100