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文書・図像類

Volatility spillovers from the US to Australia and China across the GFC

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Volatility spillovers from the US to Australia and China across the GFC

Material type
文書・図像類
Author
Allen, David E.ほか
Publisher
Institute of Economic Research, Kyoto University
Publication date
2012-12
Material Format
Digital
Capacity, size, etc.
-
NDC
330
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Detailed bibliographic record

Summary, etc.:

This paper features an analysis of volatility spillover effects from the US market, represented by the S&P500 index to the Australian capital market a...

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  • Kyoto University Research Information Repository

    Digital
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Bibliographic Record

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Digital

Material Type
文書・図像類
Author/Editor
Allen, David E.
McAleer, Michael
Powell, Robert J.
Singh, Abhay Kumar
Publication Date
2012-12
Publication Date (W3CDTF)
2012-12
Periodical title
KIER Discussion Paper
No. or year of volume/issue
838
Volume
838