Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia

This research explores the function of information shocks in equity returns and integrated volatility of emerging Asian markets using Swap Variance (SwV) approach on the period of 20 years (Feb 2001–Feb 2020). It compares average monthly returns and volatility of shock periods with non-shock periods...

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Detalles Bibliográficos
Autores principales: Zada, Hassan, Maqsood, Huma, Ahmed, Shakeel, Khan, Muhammad Zeb
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2023
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9838341/
https://www.ncbi.nlm.nih.gov/pubmed/36684690
http://dx.doi.org/10.1007/s43546-022-00417-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9838341/
https://www.ncbi.nlm.nih.gov/pubmed/36684690
http://dx.doi.org/10.1007/s43546-022-00417-w

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