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Applied Economics Letters Volume 12, 2005 - Issue 5
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Original Articles

How volatile are East Asian stocks during high volatility periods?

Carlos C. Bautista
Pages 319-326 | Published online: 16 Aug 2006

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Read on this site (2)

Hsiang-Tai Lee & Jonathan K. Yoder. (2007) A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios. Applied Economics 39:10, pages 1253-1265.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Articles from other publishers (2)

Rosdiana Sijabat. (2023) The Association between Foreign Investment and Gross Domestic Product in Ten ASEAN Countries. Economies 11:7, pages 188.
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Dharen Kumar Pandey, Brian M. Lucey & Satish Kumar. (2023) Border disputes, conflicts, war, and financial markets research: A systematic review. Research in International Business and Finance 65, pages 101972.
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