Foreign Ownership and Volatility Dynamics of Indonesian Stocks

Jianxin Wang

Asia-Pacific Financial Markets, 2007, vol. 14, issue 3, 210 pages

Keywords: Emerging markets; Foreign ownership; Volatility persistence; Volatility spillover; Granger causality; Asian financial crisis; F32; F36; G12; G15 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10690-007-9059-4

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