Does volatility traverse between emerging and frontier stock markets of Asia?
Given Asian market recognition at the forefront of the investment domain, the research examines volatility spillover and asymmetric transmission between emerging and frontier stock markets of Asia. Stock returns of two frontier and nine emerging markets, during the data period spanning from August 2...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2020-09-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13944/IMFI_2020_03_Pavto.pdf |