مرکز منطقه ای اطلاع رساني علوم و فناوري - Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

Title of article :

Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

Author/Authors :

John Wei-Shan Hu، نويسنده , , Mei-Yuan Chen، نويسنده , , Robert C. W. Fok، نويسنده , , Bwo-Nung Huang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

351

To page :

367

Keywords :

South China Growth Traingular , Causality in volatility , Spillover effects

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1997

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189534

Link To Document :