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Journal of Economics and Political Economy
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Journal of Economics and Political Economy
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Vol: 3 Núm: 3 Par: 0 (2016)
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Artículo
ARTÍCULO
TITULO
Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test
Christian Rudolf RICHTER
Bachar FAKHRY
Resumen
JEL. B23, C12, C13, C58, G01, G14, G15, H63.
Palabras claves
Efficient Market Hypothesis
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Volatility Tests
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Asymmetrical Effect
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GJR-GARCH
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Sovereign Debt Market
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Crises
Acceso
PÁGINAS
pp. 524 - 535
NÚMERO
Volumen: 3 Número: 3 Parte: 0 (2016)
MATERIAS
ADMINISTRACIÓN
ECONOMÍA
REVISTAS SIMILARES
Administrative Sciences
Management
International Journal of Economics and Financial Issues
DOI
http://dx.doi.org/10.1453/jepe.v3i3.977
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