The mean/volatility asymmetry in Asian stock markets

Applied Financial Economics

Volumn 18, Issue 5, 2008, Pages 411-419

  Liau, Yung Shi ^a   Yang, Jack J W ^a  

^a NATIONAL YUNLIN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMMETRY; FINANCIAL CRISIS; MODELING; NONLINEARITY; SENSITIVITY ANALYSIS; STOCK MARKET; VECTOR AUTOREGRESSION;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG; JAPAN; KOREA; MALAYSIA; SINGAPORE [SOUTHEAST ASIA]; SOUTH KOREA; SOUTHEAST ASIA; TAIWAN; THAILAND;

EID: 40749087125     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600959878     Document Type: Article

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