Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7295
Title: Sectorial study on the volatility of the capital markets : evidence from Asian four tigers.
Authors: Gui, Yang.
Keywords: DRNTU::Business::Finance::Capital market
Issue Date: 2002
Abstract: The paper examines the extent to which the conditional volatilities of stock market returns are related to the conditional volatility of international factors and domestic macroeconomic variables. The stock markets of Singapore, Hong Kong, Taiwan and South Korea are used as the examples.
URI: http://hdl.handle.net/10356/7295
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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