Search Results for: Extreme Risk In Asian Equity Markets

Extreme price movements associated with tail returns are catastrophic for all investors and it is necessary to make accurate predictions of the severity of thes

The purpose of this paper is to use the extreme value theory to analyze ten Asian stock markets, identifying which type of extreme value asymptotic distribution

Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants b

Asian equity markets have grown significantly in size since the early 1990s, driven by strong international investor inflows, growing regional financial integra

The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain