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Financial crises and international stock market volatility transmission

Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - In: Australian economic papers 49 (2010) 3, pp. 209-221

Persistent link: https://www.econbiz.de/10008665076

Modelling Australian stock market volatility : a multivariate GARCH approach

Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - 2009

Persistent link: https://www.econbiz.de/10008667249

An empirical analysis of international stock market volatility transmission

Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - 2010

Persistent link: https://www.econbiz.de/10008667632

GDP growth and the interdependency of volatility spillovers

Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - In: Australasian accounting business and finance journal : AABF 6 (2012) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10010244294

Global output growth and volatility spillovers

Valadkhani, Abbas; Harvie, Charles; Karunanayake, Indika - In: Applied economics 45 (2013) 4/6, pp. 637-649

Persistent link: https://www.econbiz.de/10009715019

GDP Growth and the Interdependency of Volatility Spillovers

Karunanayake, Indika; Valadkhani, Abbas; O’Brien, Martin - 2012

This paper examines the dynamics of cross-country GDP volatility transmission and their conditional correlations. We use quarterly data (1961-2008) for Australia, Canada, the UK and the US to construct and estimate a multivariate generalised autoregressive conditional heteroskedasticity (MGARCH)...

Persistent link: https://www.econbiz.de/10015239034

An Empirical Analysis of International Stock Market Volatility Transmission

Karunanayake, Indika; Valadkhani, Abbas; O'Brien, Martin - School of Accounting, Economics, and Finance, … - 2010

This paper examines the interplay between stock market returns and their volatility, focus ingon the Asian and global financial crises of 1997-98 and 2008-09 for Australia, Singapore, the UK, and the US. We use a multivariate generalised autoregressive conditional heteroskedasticity (MGARCH)...

Persistent link: https://www.econbiz.de/10008727731

Asymmetric dynamics in stock market volatility

Karunanayake, Indika; Valadkhani, Abbas - In: Economic papers : a journal of applied economics and policy 30 (2011) 2, pp. 279-287

Persistent link: https://www.econbiz.de/10009909997

Policy analysis of the demand side of Iran's economy : econometric investigation

Valadkhani, Abbas - 1995

Persistent link: https://www.econbiz.de/10000914754

Analysis of monetary and fiscal policies in Iran using cointegration and superexogeneity tests'

Valadkhani, Abbas - 1996

Persistent link: https://www.econbiz.de/10000943110