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;
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;