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The troika of business cycle, efficiency and volatility. An East Asian perspective · Study

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ArticleThe troika of business cycle, efficiency and volatility. An East Asian perspective

Shaista Arshad2014

Article2014

The troika of business cycle, efficiency and volatility. An East Asian perspective

Shaista Arshad · Syed Aun R. Rizvi

23 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1965The Behavior of Stock-Market Prices 2000Investor protection and corporate governance 1995Statistical inference in vector autoregressions with possibly integrated processes 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1989Business conditions and expected returns on stocks and bonds 1996Stock Markets, Banks, and Economic Growth

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Year2014

Typearticle

Published2014-10-16

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.physa.2014.10.014

openalex_workW2093684450

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