An exploration on volatility across India and some developed and emerging equity markets
Download full text from publisher
References listed on IDEAS
- Kim, Woochan & Wei, Shang-Jin, 2002.
"Foreign portfolio investors before and during a crisis,"
Journal of International Economics,
Elsevier, vol. 56(1), pages 77-96, January.
- Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors before and during a Crisis," CID Working Papers 6, Center for International Development at Harvard University.
- Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors before and during a Crisis," CID Working Papers 06A, Center for International Development at Harvard University.
- Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and During a Crisis," NBER Working Papers 6968, National Bureau of Economic Research, Inc.
- Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and during a Crisis," OECD Economics Department Working Papers 210, OECD Publishing.
- Wei, S.J. & Kim, W., 1999. "Foreign Portfolio Investors Before and During a Crisis," Papers 6, Chicago - Graduate School of Business.
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(01), pages 122-150, February.
- Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "Measuring and explaining the volatility of capital flows towards emerging countries," Working Papers 0817, Banco de España;Working Papers Homepage.
- Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L., 2002. "Dating the integration of world equity markets," Journal of Financial Economics, Elsevier, vol. 65(2), pages 203-247, August.
- repec:cor:louvrp:-1847 is not listed on IDEAS
- Gamini Premaratne & Lakshmi Bala, 2004. "Stock Market Volatility: Examining North America, Europe and Asia," Econometric Society 2004 Far Eastern Meetings 479, Econometric Society.
- Wing-Keung Wong & Aman Agarwal & Jun Du, 2005. "Financial Integration for India Stock Market, a Fractional Cointegration Approach," Departmental Working Papers wp0501, National University of Singapore, Department of Economics.
- Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
- Luis Catão & Robin Brooks, 2000. "The New Economy and Global Stock Returns," IMF Working Papers 00/216, International Monetary Fund.
More about this item
KeywordsVolatility transmission; Indian equity market; market integration; volatility linkage;
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:unt:jnapdj:v:18:y:2011:i:2:p:79-103. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Macroeconomic Policy and Development Division, ESCAP). General contact details of provider: http://edirc.repec.org/data/escapth.html .