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 J. ; Singh, Abhay K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Volatility Spillover Index | VAR analysis | Variance Decomposition | Cholesky-GARCH |
Series: | Tinbergen Institute Discussion Paper ; 14-106/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 793156572 [GVK] hdl:10419/107813 [Handle] RePEc:dgr:uvatin:20140106 [RePEc] |
Classification: | G12 - Asset Pricing ; c58 |
Source: |
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Volatility Spillovers from Australia's major trading partners across the GFC
Allen, David E., (2014)
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Volatility Spillovers from Australia's Major Trading Partners across the GFC
Allen, David E., (2014)
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