Title of article
Interdependence of international equity variances: Evidence from East Asian markets
Author/Authors
I-Yuan Chuang، نويسنده , , Jin-Ray Lu، نويسنده , , Keshin Tswei، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
17
From page
311
To page
327
Keywords
Volatility spillover , Equity volatility , GARCH , VAR
Journal title
Emerging Markets Review
Serial Year
2007
Journal title
Emerging Markets Review
Record number
124295
Link To Document