International transmission of stock returns and volatility: Empirical comparison between friends and foes

Emerging Markets Finance and Trade

Volumn 40, Issue 4, 2004, Pages 33-52

  Choudhry, Taufiq ^a  

^a BRADFORD UNIVERSITY SCHOOL OF MANAGEMENT   (United Kingdom)

Author keywords

GARCH t; Meteor shower; Spillover; Volatility

Indexed keywords

EID: 4344696566     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1540496x.2004.11052581     Document Type: Article

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