The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets

Mehmet Umutlu, L. Akdeniz and Aslihan Salih

No 2009-67, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: return volatility; financial liberalization; market integration; volatility decomposition; emerging markets (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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Journal Article: The degree of financial liberalization and aggregated stock-return volatility in emerging markets (2010)
Working Paper: The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets (2009)
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