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June 19, 2013

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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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