Volatility spillovers in Korean financial markets
Year of publication: |
2004
|
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Authors: | Yoon, Ok Ja ; Kang, Kyu Ho |
Published in: |
Economic papers. - Seoul, ISSN 1226-7589, ZDB-ID 1428470-4. - Vol. 7.2004, 2, p. 88-106
|
Subject: | Finanzmarkt | Financial market | Regulierung | Regulation | Finanzmarktregulierung | Financial market regulation | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Südkorea | South Korea |
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