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

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

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

• 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