Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062350 | Economics Letters | 2006 | 7 Pages |
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).
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Alexei G. Orlov,