Allen, David Edmund; McAleer, Michael; Singh, Abhay K. - Facultad de Ciencias Económicas y Empresariales, … - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global Financial Crisis (GFC). These...