Contents

Stock Returns and Volatility in Emerging Stock Markets

Shin, Ja Eun

DC Field Value Language
dc.contributor.authorShin, Ja Eun-
dc.date.available2018-12-06T04:47:04Z-
dc.date.created2018-01-23-
dc.date.issued2005-04-
dc.identifier.issn1607-0704-
dc.identifier.urihttps://archives.kdischool.ac.kr/handle/11125/28851-
dc.description.abstractBoth parametric and semiparametric GARCH in mean estimations find a positive but insignificant relationship between expected stock returns and volatility in emerging stock markets. The 1997¡V1998 global emerging market crisis seems to induce changes in GARCH parameters.-
dc.languageEnglish-
dc.publisherInternational Journal of Business and Economics-
dc.titleStock Returns and Volatility in Emerging Stock Markets-
dc.typeArticle-
dc.identifier.bibliographicCitationInternational Journal of Business and Economics, vol. 4, no. 1, pp. 29-41-
dc.description.journalClass1-
dc.description.isOpenAccessN-
dc.citation.endPage41-
dc.citation.number1-
dc.citation.startPage29-
dc.citation.titleInternational Journal of Business and Economics-
dc.citation.volume4-
dc.contributor.affiliatedAuthorShin, Ja Eun-
dc.identifier.urlhttps://ideas.repec.org/a/ijb/journl/v4y2005i1p31-43.html-
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