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.

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Bibliographic Details
Main Author: Gui, Yang.
Other Authors: Cao, Yong
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7295
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Institution: Nanyang Technological University
Language: English

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