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Regime-switching volatility of six East Asian emerging markets
16 references·4 citing·38 second hop
Regime-switching volatility of six East Asian emerging markets (2007)Regime-switching volatility of six East A…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …FINANCIAL LIBERALISATION, STOCKMARKETS AND ECONOMIC DEVELOPMENT* (1997)FINANCIAL LIBERALISATION, STO…Emerging equity market volatility (1997)Emerging equity market volati…Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (1996)Erratum: The likelihood ratio…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (1992)The likelihood ratio test und…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper) (1974)Shaw, Edward S., Financial De…Money and Capital in Economic Development. (1974)Money and Capital in Economic…Money and capital in economic development (1974)Money and capital in economic…Financial Deepening in Economic Development. (1974)Financial Deepening in Econom…The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives (2018)The impacts of global economi…Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests (2012)Nonlinearity and nonstationar…Business confidence and stock returns in the USA: a time-varying Markov regime-switching model (2011)Business confidence and stock…Financial Development, Economic Growth and Stock Market Volatility: Evidence from Nigeria and South Africa (2010)Financial Development, Econom…Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to Measuring Financial Contagion (2003)Market Integration and Contagion (2005)How Sovereign Is Sovereign Credit Risk? (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Economic Reform and the Process of Global Integration (1995)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)The World Price of Insider Trading (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)On the Impossibility of Informationally Efficient Markets (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does financial liberalization spur growth? (2005)Time‐Varying World Market Integration (1995)Dating the integration of world equity markets (2002)Research in emerging markets finance: looking to the future (2002)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Agency for International Development (1978)Finance, entrepreneurship and growth (1993)What matters for financial development? Capital controls, institutions, and interactions (2005)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)WHAT IS HAPPENING TO THE IMPACT OF FINANCIAL DEEPENING ON ECONOMIC GROWTH? (2010)Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries (2014)
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References

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  • 1974Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper)3,016 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
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551 cited
  • 1997FINANCIAL LIBERALISATION, STOCKMARKETS AND ECONOMIC DEVELOPMENT*478 cited
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    • 2018The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives115 cited
    • 2011Business confidence and stock returns in the USA: a time-varying Markov regime-switching model31 cited
    • 2010Financial Development, Economic Growth and Stock Market Volatility: Evidence from Nigeria and South Africa21 cited
    • 2012Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests11 cited