Empirical Factor Analysis of Stock Volatility Using Stochastic Volatility Factor Model: Evidence from Five Asian Stock Indexes

Pub. Date
30 June, 2007
Pub. Type
Conference and seminar output

Related Themes

Macro-Economic Dynamics and Policy

4th Advances in Applied Financial Economics Conference Ð QASS

Related Blog Posts

Blog

Exploring the Bernanke Review

Stephen Millard

15 Apr 2024

7 min read

Blog

Improving UK Living Standards

Arnab Bhattacharjee

Adrian Pabst

12 Feb 2024

6 min read

Blog

Public Debt Sustainability and Fiscal Rules

Stephen Millard

Benjamin Caswell

05 Feb 2024

4 min read

Blog

Linking Geopolitics to the Macroeconomy

Jens Larsen

Stephen Millard

22 Jan 2024

6 min read

1 2 3 4 5 6 7 8 … 66 67

Related Projects

project

Sticky Prices and Interwar Economic Fluctuations

project

Dating Historical Business Cycles, 1700-2000

project

Mapping the Monetary and Financial Sectors, 1790-1850

project

UK SME Securitisation Market

Related News

news

Call for Papers: Lessons From Quantitative Easing & Quantitative Tightening

09 Feb 2024

1 min read

news

The Economic Consequences of the Conflict Between Israel and Hamas

26 Oct 2023

5 min read

Bank of England Building and Duke of Wellington statue
news

An Open Letter to Andrew Bailey

04 Jul 2023

9 min read

Bank of England Building and Duke of Wellington statue
news

The Bank of England Needs to Improve its Communication on Inflation

31 May 2023

4 min read

1 2 3 4 5 6

Related Publications

Euro with a stock market index chart. Euro rise concept. European inflation. Economic recovery of Europe. Europe economic and financial recovery.
publication

Inflation Differentials Among European Monetary Union Countries: An Empirical Evaluation With Structural Breaks

20 Nov 2023

National Institute Economic Review

Banknotes and coins in front of the flag of the European Union
publication

The Macroeconomic Effects of Re-applying the EU Fiscal Rules

20 Nov 2023

National Institute Economic Review

Big Ben and Houses of Parliament with Money
publication

Another Look at a Sensible Fiscal Policy for the Sharp Rise in Government Debt

20 Nov 2023

National Institute Economic Review

Increasing interest rate on the deposit.
publication

Monetary Policy: Prices versus Quantities

20 Nov 2023

National Institute Economic Review

1 2 3 4 5 6 7 8 … 240 241

Related events

Event Image

Assessing Cycles and Structural Changes in Markets

Join us as Andrew Smithers and Peter Oppenheimer discuss some of the themes from their recent books: The Economics of the Stock Market (Smithers) and Any Happy Returns (Oppenheimer). In...
Event time
17:00 to 18:30
calender icon
6 March, 2024
Event Image

Business Conditions Forum

With an election expected to take place at some point in 2024, we begin the year by focusing this quarter’s Business Conditions Forum on the following topics: Can we expect...
This content is only available to members.
Event time
09:00 to 10:00
calender icon
17 January, 2024
Event Image

2022 Dow Lecture: The Economy and Policy Trade-Off

This year’s annual Dow Lecture will take place in-person at the National Institute of Economic and Social Research, and be delivered by Professor Silvana Tenreyro. Silvana is the winner of...
Event time
17:00 to 18:00
calender icon
23 February, 2022