Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
作者： Chi Keung Marco Lau , Ender Demir , Mehmet Huseyin Bilgin
DOI: 10.1016/J.EMEMAR.2013.07.002
关键词: Monetary economics 、 Implied volatility 、 Macroeconomics 、 Stock market volatility 、 Stock market bubble 、 Emerging markets 、 Public policy 、 General equilibrium theory 、 Economics 、 Volatility smile 、 Volatility (finance)
摘要: … The monthly return in US Dollar is defined as the change in the log of the stock market index (in … Suppose P t-1 and P t denotes the values of the stock market index in month t-1 and t, …
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