Volatility and contagion: evidence from the Istanbul stock exchange
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Volume (Year): 28 (2004)
Issue (Month): 4 (December)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Giorgio De Santis & Selahattin Imrohoroglu, 1994.
"Stock returns and volatility in emerging financial markets,"
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93, Federal Reserve Bank of Minneapolis.
- De Santis, Giorgio & imrohoroglu, Selahattin, 1997. "Stock returns and volatility in emerging financial markets," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 561-579, August.
- Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
- Geert Bekaert & Campbell R. Harvey (ed.), 0. "Emerging Markets," Books, Edward Elgar Publishing, number 2836.
- Bekaert, Geert & Harvey, Campbell R., 1997.
"Emerging equity market volatility,"
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- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
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