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Theoretical and empirical aspects of financial market volatility : herding, contagion and intervention

Wanaguru, D. Sumila Tharanga

Description

This thesis examines the theoretical and empirical aspects of financial market volatility. Financial markets are essentially volatile. However, excess volatility may impair the smooth functioning of the financial system and economic performance. Volatility that was evident in financial markets during the recent financial crisis, and, even more recently, during the European debt crisis, has attracted renewed interest in studying volatility. The most prominent feature of this crisis was its...[Show more]

CollectionsOpen Access Theses
Date published: 2012
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/151322
DOI: 10.25911/5d514daaf39bd
Access Rights: Open Access

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