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Testing volatility on the Trinidad and Tobago stock exchange

By:

Leon, Hyginus

Material type: Text

TextPublication details: 2000Action note:

5/17/04 JOYD

Summary: Estimates the responsiveness of sectoral subindex returns to changes in the domestic market portfolio. Compares predictions of nonsystematic risk using GARCH and EGARCH specifications of the error variance.

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Item type	Current library	Call number	Status	Barcode
Analytic	CARICOM Documentation Centre	11.02.07 L579 (Browse shelf(Opens below))	Available	0000000019716

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Previous	11.02.07 I615 Wider Caribbean financial sector review : increasing competitivenes and financial resource management for economic growth	11.02.07 K45 Assessing the level of interest rates in less developed countries	11.02.07 L285 State-space estimation of multi-factor models of the term structure ; an application to Government of Jamaica bonds	11.02.07 L579 Testing volatility on the Trinidad and Tobago stock exchange	11.02.07 L847 London business school bibliography of financial markets 1985-86	11.02.07 M265 Interest rate pass-through : empirical evidence for Barbados	11.02.07 M266 Management of global financial markets	Next

Estimates the responsiveness of sectoral subindex returns to changes in the domestic market portfolio. Compares predictions of nonsystematic risk using GARCH and EGARCH specifications of the error variance.

5/17/04 JOYD

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