- Title
- Decomposition of volatility in Asian equity markets
- Creator
- Hong, Ki Hoon; Kang, Jankoo; Lee, Doowon
- Relation
- Asian Capital Market Development and Integration: Challenges and Opportunities p. 363-396
- Relation
- http://www.adb.org/publications/asian-capital-market-development-and-integration-challenges-and-opportunities
- Publisher
- Oxford University Press
- Resource Type
- book chapter
- Date
- 2014
- Description
- The primary objective of the study on which this chapter is based is to determine the degree to which price volatility generated in equity markets outside Asia spills over into Asian equity markets. This is an important issue for policymakers responsible for financial matters in Asian economies.
- Description
- 1st ed.
- Subject
- finance; Asian markets; Asian equity markets; Asian economies
- Identifier
- http://hdl.handle.net/1959.13/1065488
- Identifier
- uon:17855
- Identifier
- ISBN:9780198099451
- Language
- eng
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