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Applied Economics Volume 33, 2001 - Issue 7
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Original Articles

Stock return process and expected depreciation over the Asian financial crisis

Wenshwo Fang
Pages 905-912 | Published online: 04 Oct 2010

Citations (14)

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Read on this site (4)

Abdul Hakim & Michael McAleer. (2010) Modelling the interactions across international stock, bond and foreign exchange markets. Applied Economics 42:7, pages 825-850.
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Yuan-Hung Hsu Ku. (2008) Student-t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management. Applied Economics 40:13, pages 1685-1697.
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Tai-Kuang Ho. (2008) Extremal analysis of currency crises in Taiwan. Applied Economics 40:9, pages 1175-1186.
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Yung-Shi Liau & Jack J. W. Yang. (2008) The mean/volatility asymmetry in Asian stock markets. Applied Financial Economics 18:5, pages 411-419.
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Articles from other publishers (10)

Georges Tsafack, Ying Becker & Ki Han. (2023) Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. Pacific-Basin Finance Journal 79, pages 102029.
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Dat Thanh Nguyen, Dinh Hoang Bach Phan, Reza Anglingkusumo & Aryo Sasongko. (2021) US government shutdowns and Indonesian stock market. Pacific-Basin Finance Journal 67, pages 101521.
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Yung-Shun Tsai, Chun-Ping Chang & Shyh-Weir Tzang. 2018. Innovative Mobile and Internet Services in Ubiquitous Computing. Innovative Mobile and Internet Services in Ubiquitous Computing 708 713 .
Vijay Kumar Vishwakarma. (2015) The dynamics of risk premium: the case of the Taiwan real estate market. The Journal of Risk Finance 16:4, pages 463-482.
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Samer AM Al‐Rjoub & Hussam Azzam. (2012) Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan. Journal of Economic Studies 39:2, pages 178-211.
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Charles K.D. Adjasi, Nicholas B. Biekpe & Kofi A. Osei. (2011) Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis. African Journal of Economic and Management Studies 2:2, pages 143-164.
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김진웅, David J. Leatham & 서병선. (2010) Structural Change in Stock Price Volatility of Asian Financial Markets. Journal of Economic Research (JER) 15:1, pages 1-27.
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Alok Kumar Mishra. (2016) Stock Market and Foreign Exchange Market in India: Are they Related?. South Asia Economic Journal 5:2, pages 209-232.
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Samer A. M. Al-Rjoub. (2009) Business Cycles, Financial Crises, and Stock Volatility in Jordan Stock Exchange. SSRN Electronic Journal.
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Alok Kumar Mishra & M. Thomas Paul. (2008) Integration and Efficiency of Stock and Foreign Exchange Markets in India. SSRN Electronic Journal.
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