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October 01, 2014
 

The Search found 2 of 13733 documents sorted by Date with the following criteria:
Subject/Keyword: volatility spillovers

 
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1. Title: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
  Author/Editor: Beirne, John ; Maria Caporale, Guglielmo ; Schulze-Ghattas, Marianne ; Spagnolo, Nicola
  Series: Working Paper No. 08/286
  Published: December 01, 2008
  Subject(s): Spillovers | Stock markets | Developed countries | Emerging markets | Economic models
  Author's Keyword(s): Volatility spillovers | Contagion | Stock markets | Emerging markets
 
2. Title: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
  Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.
  Series: Working Paper No. 02/154
  Published: September 01, 2002
  Subject(s): Prices | United States | Hong Kong SAR | Japan | Malaysia | Singapore | Stock markets | Economic models | Hong Kong Special Administrative Region of China
  Author's Keyword(s): Price spillovers | volatility spillovers | asymmetric GARCH models | stock markets | United States | Asia
 

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