The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Journal of Banking and Finance

Volumn 34, Issue 3, 2010, Pages 509-521

  Umutlu, Mehmet ^a   Akdeniz, Levent ^b   Altay Salih, Aslihan ^b  

^a CANKAYA UNIVERSITY   (Turkey)

^b BILKENT UNIVERSITY   (Turkey)

Author keywords

Emerging markets; Financial liberalization; Market integration; Return volatility; Volatility decomposition

Indexed keywords

EID: 74149083265     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.08.010     Document Type: Article

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