Market interdependence and financial volatility transmission in East Asia

International Journal of Finance and Economics

Volumn 14, Issue 1, 2009, Pages 24-44

  Gallo, Giampiero M ^a   Velucchi, Margherita ^a  

^a UNIVERSITY OF FLORENCE   (Italy)

Author keywords

East Asian crisis; Multiplicative error model; Multivariate models; Volatility spillovers

Indexed keywords

CAPITAL MARKET; FINANCIAL CRISIS; FINANCIAL MARKET; MULTIVARIATE ANALYSIS; NUMERICAL MODEL; SPILLOVER EFFECT;

ASIA; EURASIA; FAR EAST;

EID: 66049106351     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.382     Document Type: Article

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