Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia
Author:
Affiliation:
1. a Sacred Heart University, Fairfield, CT
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X500301
Reference33 articles.
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3. Multivariate GARCH Models: A Survey;L. Bauwens;Journal of Applied Econometrics,2006
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5. Foreign Speculators and Emerging Equity Markets;G. Bekaert;Journal of Finance,2000
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