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The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets

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Author Info
Kim, Suk-Joong

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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 11 (2003)
Issue (Month): 5 (November)
Pages: 611-630
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Handle: RePEc:eee:pacfin:v:11:y:2003:i:5:p:611-630

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Web page: http://www.elsevier.com/locate/pacfin

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  1. Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, EconWPA. [Downloadable!]
  2. Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-3.

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