Stock Returns and Volatility in Emerging Stock Markets
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shin, Ja Eun | - |
dc.date.available | 2018-12-06T04:47:04Z | - |
dc.date.created | 2018-01-23 | - |
dc.date.issued | 2005-04 | - |
dc.identifier.issn | 1607-0704 | - |
dc.identifier.uri | https://archives.kdischool.ac.kr/handle/11125/28851 | - |
dc.description.abstract | Both 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.language | English | - |
dc.publisher | International Journal of Business and Economics | - |
dc.title | Stock Returns and Volatility in Emerging Stock Markets | - |
dc.type | Article | - |
dc.identifier.bibliographicCitation | International Journal of Business and Economics, vol. 4, no. 1, pp. 29-41 | - |
dc.description.journalClass | 1 | - |
dc.description.isOpenAccess | N | - |
dc.citation.endPage | 41 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 29 | - |
dc.citation.title | International Journal of Business and Economics | - |
dc.citation.volume | 4 | - |
dc.contributor.affiliatedAuthor | Shin, Ja Eun | - |
dc.identifier.url | https://ideas.repec.org/a/ijb/journl/v4y2005i1p31-43.html | - |
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