Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Research in International Business and Finance

Volumn 18, Issue 3, 2004, Pages 305-317

  Gannon, Gerard ^a,b   Au Yeung, Siu Pang ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b DEAKIN UNIVERSITY   (Australia)

Author keywords

Multivariate volatility; Regulatory change; Volatility transmissions

Indexed keywords

EID: 4344620563     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2004.04.005     Document Type: Article

References (10)

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