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Keywords: Frontier markets
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Journal Articles
Volatility in frontier markets: a Multivariate GARCH analysis
Available to Purchase
Journal of Advances in Management Research (2019) 16 (3): 294–312.
Published: 21 December 2018
...Neha Seth; Monica Singhania Purpose The purpose of this paper is to analyze the existence of volatility spillover effect in frontier markets. This study also examines whether any linkages exist among these markets or not. Design/methodology/approach Monthly data of regional frontier markets...
Journal Articles
Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region
Available to Purchase
Journal of Advances in Management Research (2017) 14 (3): 332–351.
Published: 07 August 2017
...Nisha Mary Thomas; Smita Kashiramka; Surendra S. Yadav Purpose The purpose of this paper is to investigate the long-run equilibrium relationship between developed, emerging and frontier markets of the Asia-Pacific region during January 2000 to June 2016. Design/methodology/approach Zivot...
