| 000 | 01033pab a2200169 454500 | ||
|---|---|---|---|
| 008 | 180718b2001 xxu||||| |||| 00| 0 eng d | ||
| 100 | _aChaudhuri, Kausik | ||
| 245 | _aVolatility of stock returns: importance of economic fundamentals | ||
| 260 | _c2001 | ||
| 300 | _ap.3852-856 | ||
| 362 | _a6 Oct | ||
| 520 | _aThis 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 | _aFinancial markets | ||
| 700 | _aKoo, Kyojun | ||
| 773 | _aEconomic and Political Weekly | ||
| 909 | _a50220 | ||
| 999 |
_c50220 _d50220 |
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