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Understanding asian emerging stock markets

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.,
Edisi -
Subjek Efficiency
Asia
Volatility
Equity market
Emerging markets
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik -
Info Detail Spesifik -
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