Chan, Tze-Haw; Hooy, Chee Wooi - Volkswirtschaftliche Fakultät, … - 2003
The present paper examines the dynamic effects of volatility spillovers and dominant role (the second-moment) of the US, Japan and Hong Kong in the East Asian equity markets. To evaluate the recent September 11 (911) impact, two sub periods – before and after the tragedy, are being considered...