Volatility spillover effects from Japan and the US to the Pacific-Basin

Journal of International Money and Finance

Volumn 19, Issue 2, 2000, Pages 207-233

  Ng, Angela ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Pacific Basin equity markets; Regional and world market factors; Spillover; Volatility

Indexed keywords

EID: 0034165316     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00006-1     Document Type: Article

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