Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19 : an application of the swap variance jump approach
Hassan Zada, Mirzat Ullah, Kazi Sohag
| Year of publication: |
2025
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| Authors: | Zada, Hassan ; Ullah, Mirzat ; Kazi Sohag |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 26.2025, 1, p. 30-43
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| Subject: | Emerging Asian stock markets | Jumps and return | Swap-variance estimation integrated-volatility | Volatilität | Volatility | Asien | Asia | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Coronavirus | Südkorea | South Korea | Swap | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-025-00395-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015331020