ETFs Volatility Spillover on South-East Asian Equity Markets with Intraday and Daily Empirical Evidence

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ETFs Volatility Spillover on South-East Asian Equity Markets with Intraday and Daily Empirical Evidence

This study investigates the volatility spillover of three SouthEast Asian Exchange Traded Funds on their stock indices. The ETFs chosen for the purpose of this study are; MVV VNM ETF which tracks the Market Vectors Vietnam ETF Stock Index, EPHE ETF which tracks the iShares MSCI Philippines ETF, EIDO...

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Bibliographic Details
Main Author:	Rawat, Sundas
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28600/

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