Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia

International Review of Economics and Finance

Volumn 16, Issue 2, 2007, Pages 272-286

  Leeves, Gareth ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Asymmetric volatility; Indonesia; Rolling regressions; Stock market

Indexed keywords

EID: 33847046057     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2005.04.001     Document Type: Article

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