A tripartite inquiry into financial liberalisation–volatility–information asymmetry nexus: Global panel approach

A tripartite inquiry into financial liberalisation–volatility–information asymmetry nexus: Global panel approach

The study examines the troika of financial liberalisation–volatility–information asymmetry to explore the linkage between financial liberalisation and return volatility across the globe. The financial liberalisation phenomenon was studied across three phases: liberalisation, post-liberalisation, and...

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Bibliographic Details
Main Authors: Rahul Roy, Santhakumar Shijin
Format: Article
Language:English
Published: Elsevier 2020-03-01
Series:IIMB Management Review
Subjects:
Developed economy
Emerging economy
Financial liberalisation
Panel GARCH and TGARCH
Information asymmetry
Volatility
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389617300708

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http://www.sciencedirect.com/science/article/pii/S0970389617300708

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