Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
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More about this item
Keywordsequity market; equity fund flow; cross-equity market; spillover effects; global financial crisis; financial market volatility; variance risk premium; emerging market economies; eurozone; interest rate; nonparametric analysis; ordinary least squares; OLS; univariate; market correlation; regression analysis;
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
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