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Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai, (2013)
Stock market response to economic growth and interest rate volatility : evidence from Nigeria
Babajide, Abiola, (2016)
Extreme Dependence Across East Asian Financial Markets : Evidence in Equity and Currency Markets
Lin, Fangxia, (2012)
Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria, (2008)
Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria, (2000)
IGARCH models and structural breaks
Caporale, Guglielmo Maria, (2003)