Estimating stochastic volatility with jumps and asymmetry in Asian markets
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.10.021
Abstract: Abstract This study investigates the impact of stock market cycles on the volatility of Asian markets. It specifically addresses the combined effect of jumps, asymmetry and stochasticity while predicting the market volatility. Our results indicate… read more here.
Keywords: stochastic volatility; jumps asymmetry; volatility; asian markets ... See more keywords
Exchange rate exposure and financial crises: evidence from emerging Asian markets
Sign Up to like & getrecommendations! Published in 2017 at "Risk Management"
DOI: 10.1057/s41283-016-0011-7
Abstract: This paper examines exchange rate exposures in six emerging Asian markets during the Asian financial crisis of 1997–1998 and the global financial crisis of 2007–8. Using firm-level stock return data and trade-weighted exchange rates on… read more here.
Keywords: emerging asian; financial crisis; asian markets; financial crises ... See more keywords
Barriers to widespread adoption of plug-in electric vehicles in emerging Asian markets: An analysis of consumer behavioral attitudes and perceptions
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DOI: 10.1080/23311916.2020.1796198
Abstract: Abstract Electric vehicles (EVs) are one of the near-term practical solutions in-vehicle technology, which can reduce emissions leading to the greenhouse effect and dependence on fossil fuels that are correlated with conventional vehiclesconventional vehicles (CVs).… read more here.
Keywords: emerging asian; electric vehicles; asian markets; technology ... See more keywords