Emerging Markets Variance Shocks: Local or International in Origin?
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Cited by:
- Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011. "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(3), pages 119-140, December.
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More about this item
JEL classification:
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-LAB-2008-10-28 (Labour Economics)
- NEP-MAC-2008-10-28 (Macroeconomics)
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