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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| Publié dans: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Auteurs principaux: | , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2018
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| Sujets: | |
| Accès en ligne: | 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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