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...

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Bibliographic Details
Main Authors:	Shaista Arshad, Syed Aun Raza Rizvi, Omair Haroon
Format:	Article
Language:	Indonesian
Published:	Bank Indonesia 2019-02-01
Series:	Bulletin Ekonomi Moneter dan Perbankan
Subjects:	Efficiency Asia Multifractal Volatility
Online Access:	https://www.bmeb-bi.org/index.php/BEMP/article/view/983

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spelling	doaj-d3f79fc5b1044a828bef6ed8bb0ebd2b2020-11-24T21:17:12ZindBank IndonesiaBulletin Ekonomi Moneter dan Perbankan1410-80462460-91962019-02-0149551010.21098/bemp.v0i0.983983UNDERSTANDING ASIAN EMERGING STOCK MARKETSShaista Arshad0Syed Aun Raza Rizvi1Omair Haroon2University of Nottingham Malaysia CampusLahore University of Management SciencesLahore University of Management ScienceWe 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 liberalization. Our findings further suggest that financial crises have a negative impact on the efficiency of emerging markets but only in the short term.https://www.bmeb-bi.org/index.php/BEMP/article/view/983EfficiencyAsiaMultifractalVolatility
collection	DOAJ
language	Indonesian
format	Article
sources	DOAJ
author	Shaista Arshad Syed Aun Raza Rizvi Omair Haroon
spellingShingle	Shaista Arshad Syed Aun Raza Rizvi Omair Haroon UNDERSTANDING ASIAN EMERGING STOCK MARKETS Bulletin Ekonomi Moneter dan Perbankan Efficiency Asia Multifractal Volatility
author_facet	Shaista Arshad Syed Aun Raza Rizvi Omair Haroon
author_sort	Shaista Arshad
title	UNDERSTANDING ASIAN EMERGING STOCK MARKETS
title_short	UNDERSTANDING ASIAN EMERGING STOCK MARKETS
title_full	UNDERSTANDING ASIAN EMERGING STOCK MARKETS
title_fullStr	UNDERSTANDING ASIAN EMERGING STOCK MARKETS
title_full_unstemmed	UNDERSTANDING ASIAN EMERGING STOCK MARKETS
title_sort	understanding asian emerging stock markets
publisher	Bank Indonesia
series	Bulletin Ekonomi Moneter dan Perbankan
issn	1410-8046 2460-9196
publishDate	2019-02-01
description	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 liberalization. Our findings further suggest that financial crises have a negative impact on the efficiency of emerging markets but only in the short term.
topic	Efficiency Asia Multifractal Volatility
url	https://www.bmeb-bi.org/index.php/BEMP/article/view/983
work_keys_str_mv	AT shaistaarshad understandingasianemergingstockmarkets AT syedaunrazarizvi understandingasianemergingstockmarkets AT omairharoon understandingasianemergingstockmarkets
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UNDERSTANDING ASIAN EMERGING STOCK MARKETS

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