intTypePromotion=1

Examining asymmetric volatility and spillovers of Asean 6 stock markets in financial crisis

Chia sẻ: Trương Tiên | Ngày: | Loại File: PDF | Số trang:10

0
23
lượt xem
1
download

Examining asymmetric volatility and spillovers of Asean 6 stock markets in financial crisis

Mô tả tài liệu
  Download Vui lòng tải xuống để xem tài liệu đầy đủ

This paper aims to study the asymmetric relation between stock returns and volatility in ASEAN-6 stock markets by applying EGARCH model to the daily ASEAN-6 returns stock markets over the period of July 31, 2000 to April 1, 2015. Our results also showed that conditional volatility react to good and bad news asymmetrically.

Chủ đề:
Lưu

Nội dung Text: Examining asymmetric volatility and spillovers of Asean 6 stock markets in financial crisis

ADSENSE
ADSENSE

CÓ THỂ BẠN MUỐN DOWNLOAD

 

Đồng bộ tài khoản
2=>2