Title of article
Capital controls and stock market volatility in frequency domain
Author/Authors
Alexei G. Orlov، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
222
To page
228
Abstract
The link between capital controls and stock market volatility is examined using frequency domain techniques. Conventional analyses of the second moments can produce spurious results if the high-frequency volatility is reduced (increased) while the overall volatility is increased (reduced).
Keywords
Capital controls , Stock market volatility , Spectral analysis
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
435924
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