Allen, David E; McAleer, Michael; Powell, Robert J; … - Institute of Economic Research, Kyoto University - 2012
This paper features an analysis of volatility spillover effects from the US market, represented by the S&P500 index to the Australian capital market as represented by the Australian S&P200 for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global...