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Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L

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Cited by:

  1. Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
  2. Ghassan, Hassan B. & Alhajhoj, Hassan R., 2013. "اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج [Test of Clustering Volatility of TASI index using Rolling Autocorrelation]," MPRA Paper 54630, University Library of Munich, Germany, revised 2013.
  3. Houssem Rachdi, 2010. "The Link between International Supervision and Banking Crises," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 321-332, September.
  4. Hager HAMDANE BEN LETAIFA, 2011. "Déréglementation bancaire et stabilité financière dans les pays émergents," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 2(1), April.
  5. Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016. "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(3), pages 253-270.
  6. Alex YiHou Huang, 2011. "Volatility forecasting in emerging markets with application of stochastic volatility model," Applied Financial Economics, Taylor & Francis Journals, vol. 21(9), pages 665-681.
  7. Buchanan, Bonnie G. & English II, Philip C. & Gordon, Rachel, 2011. "Emerging market benefits, investability and the rule of law," Emerging Markets Review, Elsevier, vol. 12(1), pages 47-60, March.
  8. Bastidon, Cécile & Gilles, Philippe & Huchet, Nicolas, 2008. "The international lender of last resort and selective bail-out," Emerging Markets Review, Elsevier, vol. 9(2), pages 144-152, June.
  9. Ben Rejeb, Aymen & Boughrara, Adel, 2013. "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 17(C), pages 186-208.
  10. Mun, Melissa & Brooks, Robert, 2012. "The roles of news and volatility in stock market correlations during the global financial crisis," Emerging Markets Review, Elsevier, vol. 13(1), pages 1-7.
  11. Camilleri, Silvio John & Galea, Gabriella, 2009. "The Diversification Potential Offered by Emerging Markets in Recent Years," MPRA Paper 62491, University Library of Munich, Germany.
  12. Michail Karoglou, 2009. "Stock Market Efficiency before and after a Financial Liberalisation Reform," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 315-340, September.
  13. Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2020. "Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates," Research in International Business and Finance, Elsevier, vol. 52(C).
  14. Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012. "أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي [Effect of Capital Market Liberalization on Volatility of TASI]," MPRA Paper 54470, University Library of Munich, Germany, revised 2012.
  15. Mohamed Tahar RAJHI & Mohamed Sadok GASSOUMA, 2011. "Rapprochement entre capital reglementaire et capital economique dans les banques Tunisiennes dans le cadre du passage du Bâle I au Bâle II," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 2(1), April.
  16. Dejan Živkov & Jovan Njegic & Marko Pecanac, 2014. "Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 124-139, December.
  17. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers hal-01968082, HAL.
  18. Wang, Ping & Theobald, Mike, 2008. "Regime-switching volatility of six East Asian emerging markets," Research in International Business and Finance, Elsevier, vol. 22(3), pages 267-283, September.
  19. Kiani, Khurshid M., 2011. "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, vol. 12(4), pages 443-459.
  20. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, vol. 6(10), pages 1-10.
  21. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers halshs-02175361, HAL.
  22. Ghassan, Hassan & Abdullah, Abdelgader, 2009. "Does the entry of foreign investors influence the volatility of Doha Securities Market?," MPRA Paper 95620, University Library of Munich, Germany, revised 2010.
  23. Kaya, Ilker & Lyubimov, Konstantin & Miletkov, Mihail, 2012. "To liberalize or not to liberalize: Political and economic determinants of financial liberalization," Emerging Markets Review, Elsevier, vol. 13(1), pages 78-99.
  24. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
  25. Michail Karoglou & Panicos Demetriades & Siong Law, 2011. "One date, one break?," Empirical Economics, Springer, vol. 41(1), pages 7-24, August.
  26. Seyed Komail Tayebi & Leila Torki, 2012. "Effects of Financial Liberalization on Macroeconomic Volatilities: Applications to Economic Growth, Exchange Rate and Exchange Rate Pass-Through," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 17(1), pages 71-84, winter.
  27. Lagoarde-Segot, Thomas, 2009. "Financial reforms and time-varying microstructures in emerging equity markets," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1755-1769, October.
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