Do global risk perceptions play a role in emerging market equity return volatilities?

Hacihasanoglu E., Simga-Mugan F., Soytaş U.

Emerging Markets Finance and Trade, vol.48, no.4, pp.67-78, 2012 (SSCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 48 Issue: 4
  • Publication Date: 2012
  • Doi Number: 10.2753/ree1540-496x480404
  • Journal Name: Emerging Markets Finance and Trade
  • Journal Indexes: Social Sciences Citation Index (SSCI), Scopus
  • Page Numbers: pp.67-78
  • Abdullah Gül University Affiliated: No