Foreign ownership and volatility dynamics of Indonesian stocks
From MaRDI portal
Publication:928167
DOI10.1007/s10690-007-9059-4zbMath1136.91547MaRDI QIDQ928167
Publication date: 11 June 2008
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-007-9059-4
Granger causality; Volatility spillover; Asian financial crisis; Emerging markets; Foreign ownership; Volatility persistence
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)