return and the volatility of return for all the markets and estimate the serial correlation and co-movement of the four …

-global financial crisis period to the crisis period. However real estate and stock volatility are more important than correlation in …

This paper examines the stock market linkages within the Asia-Pacific region and between Asian markets and the US … market from January 2000 to June 2010 employing dynamic conditional correlation GARCH model. Our results show that there … Asia-Pacific region. Using T-GARCH model, there is a strong evidence of an asymmetric effect on conditional variance except …