Volatility spillovers from Australia's major trading partners across the GFC
David E. Allen; Michael McAleer; Robert J. Powell; Abhay K. Singh
| Year of publication: |
2014
|
|---|---|
| Authors: | Allen, David E. ; McAleer, Michael ; Powell, Robert ; Singh, Abhay Kumar |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Australien | Australia | China | Japan | Südkorea | South Korea | USA | United States | 2002-2012 |
| Extent: | Online-Ressource (26 S.) |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2014,23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010410189