| 000 -LEADER |
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| fixed length control field |
01033pab a2200169 454500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180718b2001 xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Chaudhuri, Kausik |
| 245 ## - TITLE STATEMENT |
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| Title |
Volatility of stock returns: importance of economic fundamentals |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Date of publication, distribution, etc. |
2001 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
p.3852-856 |
| 362 ## - DATES OF PUBLICATION AND/OR SEQUENTIAL DESIGNATION |
|---|
| Dates of publication and/or sequential designation |
6 Oct |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This paper investigates the volatility of stock returns in some Asian emerging markets in terms of the volatility of domestic and external factors. We found that both domestic macroeconomic variables and international variables are found to have explanatory power for stock return volatility. The evidence strongly suggests the presence of a significant contagion effect and integration of capital markets in this region. We also document that the role of government in terms of fiscal and monetary policy in the smooth functioning of the stock market is crucial in this region. - Reproduced |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Financial markets |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Koo, Kyojun |
| 773 ## - HOST ITEM ENTRY |
|---|
| Main entry heading |
Economic and Political Weekly |
| 909 ## - |
|---|
| -- |
50220 |
