Volatility Spillovers from Australia's major trading partners across the GFC
Year of publication: |
2014-08-20
|
---|---|
Authors: | Allen, David E. ; McAleer, Michael ; Powell, Robert J. ; Singh, Abhay K. |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Volatility Spillover Index | VAR analysis | Variance Decomposition | Cholesky-GARCH |
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