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 (Journal Indexed in SSCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 48 Issue: 4
  • Publication Date: 2012
  • Doi Number: 10.2753/ree1540-496x480404
  • Title of Journal : Emerging Markets Finance and Trade
  • Page Numbers: pp.67-78