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The prospects and value of economic integration and regionalism in Asia are increasingly evident in what could turn out …, security concerns and political themes pertinent to Asia in general, and to East Asia in particular. The book features … and culture. They address various issues including the application of European experiences to Asia, and blend regional …
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The Bank of Korea and the Bank for International Settlements (BIS) co-hosted a conference on "Asia-Pacific fixed income … bonds; bond financing by Asian firms; and the role of different institutional investors in Asia-Pacific bond markets. …
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This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the … conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a … foreign volatility innovation on a conditional variance is even more persistent than an own innovation unless this effect is …
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