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July 29, 2015

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Subject / Keyword: Volatility spillovers

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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 1, 2008
Subject(s): Spillovers | Stock markets | Developed countries | Emerging markets | Economic models
Author's keyword(s): Volatility spillovers | Contagion | Stock markets | Emerging markets



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 1, 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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