UNDERSTANDING ASIAN EMERGING STOCK MARKETS
We use a three-step process employing multifractal detrended fluctuation analysis to study time-varying changes in the volatility and efficiency of Asian emerging equity markets. Our findings suggest that, in emerging markets, long-term stability and efficiency are linked to market development and l...
Main Authors: | , , |
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Format: | Article |
Language: | Indonesian |
Published: |
Bank Indonesia
2019-02-01
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Series: | Bulletin Ekonomi Moneter dan Perbankan |
Subjects: | |
Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/983 |