International Transmission Effect of Volatility between the Financial Markets during the Asian Financial Crisis
Year of publication: |
2005
|
---|---|
Authors: | Wu, Ruey-Shan |
Published in: |
Transition Studies Review. - Springer. - Vol. 12.2005, 1, p. 19-35
|
Publisher: |
Springer |
Subject: | volatility transmission | Asian financial crisis | bivariate EGARCH model | EGARCH-X model |
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