Asymmetric information transmission between a transition economy and the U.S. market: Evidence from the Warsaw Stock Exchange

Global Finance Journal

Volumn 14, Issue 3, 2003, Pages 319-332

  Tse, Yiuman ^a   Wu, Chunchi ^b   Young, Allan ^b,c  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b SYRACUSE UNIVERSITY   (United States)

^c CURTIN UNIVERSITY   (Australia)

Author keywords

Clustering; Cointegration; EGARCH; Heteroskedasticity; Spillover

Indexed keywords

EID: 0742324068     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2003.09.001     Document Type: Article

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