Volatility of returns and financial liberalization: new evidence

The main objective of this paper is to reinvestigate the relationship between liberalization and returns volatility by considering different level of economic fundamentals and level of openness. The real impact of financial liberalization is expected to vary across countries with different macroecon...

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Bibliographic Details
Main Authors: Sarmidi, Tamat, Mohd Salleh, Norlida Hanim, Law, Siong Hook
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2012
Online Access:http://psasir.upm.edu.my/id/eprint/15526/1/Volatility%20of%20returns%20and%20financial%20liberalization%20new%20evidence.pdf