Information and volatility linkage under external shocks evidence from daily listed Australian stocks

International Review of Financial Analysis

Volumn 11, Issue 1, 2002, Pages 59-71

  Alaganar, Vaira T ^a   Bhar, Ramaprasad ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

ADR; Bivariate GARCH; International diversification; Market shock

Indexed keywords

EID: 0036183763     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(01)00070-9     Document Type: Article

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