Volatility spillovers from the US to Australia and China across the GFC
David E. Allen; Michael McAleer; R. J. Powell; A. K. Singh
| Year of publication: |
2013
|
|---|---|
| Authors: | Allen, David E. ; McAleer, Michael ; Powell, R. J. ; Singh, A. K. |
| Publisher: |
Rotterdam |
| Subject: | Volatility spillovers | Markov-switching GARCH | Cholesky-GARCH | Time-varying correlations | Börsenkurs | Share price | Volatilität | Volatility | USA | United States | Spillover-Effekt | Spillover effect | Australien | Australia | China | 2002-2012 |
freely available
| Extent: | Online-Ressource (16 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,009 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | GFC = Global Financial Crisis Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87263 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724110