Financial liberalisation and stock market volatility: the case of Indonesia
This paper examines the relationship between financial liberalisation and stock market volatility in Indonesia. By looking at the time series properties of the Jakarta Composite Index (JCI) we identify breaks in stock market volatility which coincide with the timing of major policy events. Our main...
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| Main Authors: | , |
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| Format: | Default Preprint |
| Published: |
2009
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/5471 |
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