Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate garch analysis

Worthington, Andrew and Higgs, Helen

Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate garch analysis J5272 2004 - 2004 - 71-80 V. 9 Issue. 1


Finance and Economics

Emerging markets;Market integration;Volatility;Spillover;

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