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Understanding asian emerging stock markets

Rizvi, Syed Aun R. - ; Arshad, Shaista - ; Haroon, Omair - ;

We use a three-step process employing multifractal detrended fluctuation analysis to study time-varying changes in the volatility and efficiency of Asian emerging equity markets. Our findings suggest that, in emerging markets, long-term stability and efficiency are linked to market development and liberalization. Our findings further suggest that financial crises have a negative impact on the efficiency of emerging markets but only in the short term.


Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir1
Penerbit: Bulletin of Monetary Economics and Banking 2019
Edisi-
SubjekEfficiency
Asia
Volatility
Equity market
Emerging markets
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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