Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model
The objective of this paper is to analyze the contagion in the returns on the volatilities of the Microfinance Institutions (MFIs) that are listed in emerging stock markets in India, Indonesia, and Mexico. For this, local benchmarking variables and the global index-All Countries World Index (ACWI)-a...
Guardat en:
| Publicat a: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
|---|---|
| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2018
|
| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=423756176002 https://www.redalyc.org/journal/4237/423756176002/ https://www.redalyc.org/journal/4237/423756176002/html/ https://www.redalyc.org/journal/4237/423756176002/423756176002.epub https://www.redalyc.org/journal/4237/423756176002/movil |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|