Volatility spillovers from Australia's major trading partners across the GFC
Year of publication: |
2014
|
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Authors: | Allen, David E. ; McAleer, Michael ; Powell, Robert ; Singh, Abhay K. |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | volatility spillover index | VAR analysis | variance ecomposition | Cholesky-GARCH | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Australien | Australia | China | Japan | Südkorea | South Korea | USA | United States | 2002-2012 |
Extent: | Online-Ressource (25 S.) Ill., graph. Darst. |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2014-106 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/107813 [Handle] |
Classification: | G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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