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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Bibliographic Details
Main Authors: Fong, W. M., Koh, Seng Kee, Benedict
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
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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

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