Stock market volatility in the Philippines
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References listed on IDEAS
- Carlos C. Bautista, 2002.
"Boom-Bust Cycles and Crisis Periods in the Philippines : A Regime-Switching Analysis,"
Philippine Review of Economics,
University of the Philippines School of Economics and Philippine Economic Society, vol. 39(1), pages 20-37, June.
- Carlos C. Bautista, 2000. "Boom-bust Cycles and Crisis Periods in the Philippines: A Regime-switching Analysis," UP School of Economics Discussion Papers 200009, University of the Philippines School of Economics.
- Geert Bekaert & Campbell R. Harvey, 2000.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Chapters,in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194
National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
- Carlos Bautista, 2005. "How volatile are East Asian stocks during high volatility periods?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 319-326.
- A. C. -L. Chian & E. L. Rempel & C. Rogers, 2007. "Crisis-induced intermittency in non-linear economic cycles," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 211-218.
- Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.
- repec:ebl:ecbull:v:3:y:2005:i:19:p:1-5 is not listed on IDEAS
- Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.
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