Sectorial study on the volatility of the capital markets : evidence from Asian four tigers.
The paper examines the extent to which the conditional volatilities of stock market returns are related to the conditional volatility of international factors and domestic macroeconomic variables. The stock markets of Singapore, Hong Kong, Taiwan and South Korea are used as the examples.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7295 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |
| id |
sg-ntu-dr.10356-7295 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-72952023-05-19T07:16:28Z Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. Gui, Yang. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Capital market The paper examines the extent to which the conditional volatilities of stock market returns are related to the conditional volatility of international factors and domestic macroeconomic variables. The stock markets of Singapore, Hong Kong, Taiwan and South Korea are used as the examples. Master of Business 2008-09-18T07:43:04Z 2008-09-18T07:43:04Z 2002 2002 Thesis http://hdl.handle.net/10356/7295 en Nanyang Technological University 178 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Capital market |
| spellingShingle |
DRNTU::Business::Finance::Capital market Gui, Yang. Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| description |
The paper examines the extent to which the conditional volatilities of stock market returns are related to the conditional volatility of international factors and domestic macroeconomic variables. The stock markets of Singapore, Hong Kong, Taiwan and South Korea are used as the examples. |
| author2 |
Cao, Yong |
| author_facet |
Cao, Yong Gui, Yang. |
| format |
Theses and Dissertations |
| author |
Gui, Yang. |
| author_sort |
Gui, Yang. |
| title |
Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| title_short |
Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| title_full |
Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| title_fullStr |
Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| title_full_unstemmed |
Sectorial study on the volatility of the capital markets : evidence from Asian four tigers. |
| title_sort |
sectorial study on the volatility of the capital markets : evidence from asian four tigers. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/7295 |
| _version_ |
1770565698262663168 |