UNDERSTANDING ASIAN EMERGING STOCK MARKETS

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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