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...
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| 出版年: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| 主要な著者: | , , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2018
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| 主題: | |
| オンライン･アクセス: | 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 |
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