Return volatility transmission among Asian stock exchanges: Evidence from a heterogeneous market outlook.
Amritkant MishraVaishnavi SakujaPublished in: Risk Decis. Anal. (2023)
Keyphrases
- stock price
- stock market
- chinese stock market
- investment strategies
- stock exchange
- stock data
- financial markets
- stock trading
- stock returns
- financial data
- non stationary
- financial crisis
- option pricing
- short term
- historical data
- exchange rate
- financial time series
- convertible bonds
- garch model
- stock market data
- technical indicators
- empirical evidence
- market prices
- stock index
- portfolio optimization
- stock index futures
- long term
- data transmission
- evidential reasoning
- black scholes
- news articles
- pricing model
- hong kong
- cross sectional
- foreign exchange
- portfolio selection
- decision making