The Political Economy of Volatility Dynamics in the Hong Kong Stock Market
Despite its obvious importance, little empirical research has examined the impact of political risk on stock market volatility. This paper uses data on the Hong Kong stock market over a long sample period to investigate whether political risk has induced regime shifts in stock market volatility. Reg...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2002
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2536 https://doi.org/10.1023/a:1024133632104 |
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| Institution: | Singapore Management University |
| Language: | English |