Volatility spillovers in East Asian financial markets : a MEM-based approach
Year of publication: |
2012
|
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Authors: | Engle, Robert F. ; Gallo, Giampiero M. ; Velucchi, Margherita |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 94.2012, 1, p. 221-233
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Währungskrise | Currency crisis | Ostasien | East Asia | 1996-2006 |
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