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The U.S. Term Structure and Return Volatility in Emerging Stock Markets
Language: en
Pages: 32
Authors: Riza Demirer
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This paper examines the predictive power of the U.S. term structure over return volatility in emerging stock markets. Decomposing the term structure of U.S. Tre
Stock Return Volatility and Market Crisis in Emerging Economies
Language: en
Pages:
Authors: Nidal Rashid Sabri
Categories:
Type: BOOK - Published: 2004 - Publisher:

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This paper explored the new features of emerging stock markets, in order to point out the most associated indicators of increasing stock return volatility, whic
Volatility and Predictability in National Stock Markets
Language: en
Pages: 52
Authors: Anthony J. Richards
Categories: Business & Economics
Type: BOOK - Published: 1996-04 - Publisher: International Monetary Fund

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This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of marke
Stock Market Fluctuations and the Term Structure
Language: en
Pages: 52
Authors: Chunsheng Zhou
Categories: Interest
Type: BOOK - Published: 1996 - Publisher:

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Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
Language: en
Pages: 42
Authors: John Beirne
Categories: Stock exchanges
Type: BOOK - Published: 2009 - Publisher:

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This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences