ASYMMETRIC INTERNATIONAL TRANSMISSION IN THE CONDITIONAL MEAN AND VOLATILITY TO THE JAPANESE MARKET FROM THE US: EGARCH VERSUS SV MODELS
| Year of publication: |
2009
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| Authors: | Shimada, Junji ; Tsukuda, Yoshihiko ; Miyakoshi, Tatsuyoshi |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 2315348. - Vol. 54.2009, 1, p. 123-134
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