Return and volatility spillovers among the East Asian equity markets

Journal of Asian Economics

Volumn 21, Issue 3, 2010, Pages 304-313

  Yilmaz, Kamil ^a  

^a KOÇ UNIVERSITY   (Turkey)

Author keywords

Spillovers; Stock returns; Variance decomposition; Vector autoregression; Volatility

Indexed keywords

EID: 77952239901     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2009.09.001     Document Type: Article

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