Volatility spillovers across the Tasman

Australian Journal of Management

Volumn 21, Issue 1, 1996, Pages 13-27

  Brailsford, Timothy J ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Garch; Spillovers; Stock market; Volatility

Indexed keywords

EID: 0002185229     PISSN: 03128962     EISSN: 13272020     Source Type: Journal    
DOI: 10.1177/031289629602100104     Document Type: Article

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