메뉴 건너뛰기




Volumn 91, Issue 2, 2006, Pages 222-228

Capital controls and stock market volatility in frequency domain

Author keywords

Capital controls; Spectral analysis; Stock market volatility

Indexed keywords


EID: 33646368369     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.09.014     Document Type: Article
Times cited : (13)

References (12)
  • 2
    • 0003053860 scopus 로고    scopus 로고
    • How effective are capital controls?
    • Edwards S. How effective are capital controls?. Journal of Economic Perspectives 13 4 (1999) 65-84
    • (1999) Journal of Economic Perspectives , vol.13 , Issue.4 , pp. 65-84
    • Edwards, S.1
  • 3
    • 0035204581 scopus 로고    scopus 로고
    • Foreign portfolio equity investments, financial liberalization, and economic development
    • Errunza V. Foreign portfolio equity investments, financial liberalization, and economic development. Review of International Economics 9 4 (2001) 703-726
    • (2001) Review of International Economics , vol.9 , Issue.4 , pp. 703-726
    • Errunza, V.1
  • 4
    • 0003255085 scopus 로고    scopus 로고
    • Capital account liberalization and the role of the IMF
    • Fischer S. Capital account liberalization and the role of the IMF. Princeton Essays in International Finance 207 (1998) 1-10
    • (1998) Princeton Essays in International Finance , vol.207 , pp. 1-10
    • Fischer, S.1
  • 5
    • 0001019644 scopus 로고
    • The typical spectral shape of an economic variable
    • Granger C.W.J. The typical spectral shape of an economic variable. Econo-metrica 34 1 (1966) 150-161
    • (1966) Econo-metrica , vol.34 , Issue.1 , pp. 150-161
    • Granger, C.W.J.1
  • 7
    • 2442587088 scopus 로고    scopus 로고
    • Capital account liberalization, the cost of capital, and economic growth
    • Henry B.H. Capital account liberalization, the cost of capital, and economic growth. American Economic Review 93 2 (2003) 91-96
    • (2003) American Economic Review , vol.93 , Issue.2 , pp. 91-96
    • Henry, B.H.1
  • 8
    • 0345814286 scopus 로고    scopus 로고
    • The impact of financial liberalization on stock price volatility in emerging markets
    • Huang B.-N., and Yang C.-W. The impact of financial liberalization on stock price volatility in emerging markets. Journal of Comparative Economics 28 2 (2000) 321-339
    • (2000) Journal of Comparative Economics , vol.28 , Issue.2 , pp. 321-339
    • Huang, B.-N.1    Yang, C.-W.2
  • 9
    • 0041029369 scopus 로고    scopus 로고
    • Stock market openings: experience of emerging economies
    • Kim E.H., and Singal V. Stock market openings: experience of emerging economies. Journal of Business 73 1 (2000) 25-66
    • (2000) Journal of Business , vol.73 , Issue.1 , pp. 25-66
    • Kim, E.H.1    Singal, V.2
  • 10
    • 0035201507 scopus 로고    scopus 로고
    • International capital mobility in emerging markets: new evidence from daily data
    • Kumhof M. International capital mobility in emerging markets: new evidence from daily data. Review of International Economics 9 4 (2001) 626-640
    • (2001) Review of International Economics , vol.9 , Issue.4 , pp. 626-640
    • Kumhof, M.1
  • 11
    • 0032122394 scopus 로고    scopus 로고
    • Capital control liberalization and stock market development
    • Levine R., and Zervos S. Capital control liberalization and stock market development. World Development 26 7 (1998) 1169-1183
    • (1998) World Development , vol.26 , Issue.7 , pp. 1169-1183
    • Levine, R.1    Zervos, S.2
  • 12
    • 0344547293 scopus 로고    scopus 로고
    • Forecasting volatility in financial markets: a review
    • Poon S.-H., and Granger C.W.J. Forecasting volatility in financial markets: a review. Journal of Economic Literature 41 2 (2003) 478-539
    • (2003) Journal of Economic Literature , vol.41 , Issue.2 , pp. 478-539
    • Poon, S.-H.1    Granger, C.W.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.