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Capital controls and stock market volatility in frequency domain

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  • Orlov, Alexei G.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4JHMXTX-F/2/07400325cf0896f5d82b74a7d04f884c
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 91 (2006)
Issue (Month): 2 (May)
Pages: 222-228

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Handle: RePEc:eee:ecolet:v:91:y:2006:i:2:p:222-228

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Ross Levine & Sara Zervos, . "Capital control liberalisation and stock market development," CERF Discussion Paper Series 96-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Peter Blair Henry, 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," NBER Working Papers 9488, National Bureau of Economic Research, Inc.
  3. Kumhof, Michael, 2001. "International Capital Mobility in Emerging Markets: New Evidence from Daily Data," Review of International Economics, Wiley Blackwell, vol. 9(4), pages 626-40, November.
  4. Huang, Bwo-Nung & Yang, Chin-Wei, 2000. "The Impact of Financial Liberalization on Stock Price Volatility in Emerging Markets," Journal of Comparative Economics, Elsevier, vol. 28(2), pages 321-339, June.
  5. Sebastian Edwards, 1999. "How Effective are Capital Controls?," NBER Working Papers 7413, National Bureau of Economic Research, Inc.
  6. Edison, Hali & Reinhart, Carmen M., 2001. "Stopping hot money," Journal of Development Economics, Elsevier, vol. 66(2), pages 533-553, December.
  7. Errunza, Vihang, 2001. "Foreign Portfolio Equity Investments, Financial Liberalization, and Economic Development," Review of International Economics, Wiley Blackwell, vol. 9(4), pages 703-26, November.
  8. Kim, E Han & Singal, Vijay, 2000. "Stock Market Openings: Experience of Emerging Economies," The Journal of Business, University of Chicago Press, vol. 73(1), pages 25-66, January.
  9. Kim, E Han & Singal, Vijay, 2000. "Erratum [Stock Market Openings: Experience of Emerging Economies]," The Journal of Business, University of Chicago Press, vol. 73(4), pages na, October.
  10. Ser-Huang Poon & Clive W.J. Granger, 2003. "Forecasting Volatility in Financial Markets: A Review," Journal of Economic Literature, American Economic Association, vol. 41(2), pages 478-539, June.
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Cited by:
  1. Axel Grossmann & Emiliano Giudici & Marc Simpson, 2014. "Euro conversion and return dynamics of European financial markets: a frequency domain approach," Journal of Economics and Finance, Springer, vol. 38(1), pages 1-26, January.
  2. Orlov, Alexei G., 2009. "A cospectral analysis of exchange rate comovements during Asian financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 742-758, December.

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