Asymmetry and Spillover Effects in the North American Equity Markets
Year of publication: |
2007
|
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Authors: | Pollard, Stephen K. ; Sapra, Sunil K. ; Canarella, Giorgio |
Published in: |
Economics - The Open-Access, Open-Assessment E-Journal. - Institut für Weltwirtschaft (IfW), ISSN 1864-6042. - Vol. 1.2007, 2007-12, p. 1-52
|
Publisher: |
Institut für Weltwirtschaft (IfW) |
Subject: | APARCH | Asymmetric Spillovers | North American Stock Markets |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2007-12 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; G15 - International Financial Markets ; C32 - Time-Series Models |
Source: |
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Asymmetry and Spillover Effects in the North American Equity Markets
Canarella, Giorgio, (2007)
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Asymmetry and Spillover Effects in the North American Equity Markets
Pollard, Stephen K., (2007)
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Asymmetry and Spillover Effects in the North American Equity Markets
Canarella, Giorgio, (2007)
- More ...
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Asymmetry and Spillover Effects in the North American Equity Markets
Canarella, Giorgio, (2007)
-
Asymmetry and Spillover Effects in the North American Equity Markets
Pollard, Stephen K., (2007)
-
Asymmetry and spillover effects in the North American equity markets
Canarella, Giorgio, (2007)
- More ...