Spillover impacts of the US macroeconomic news: Australian sectoral perspective
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- Jian Wu & Tho D. Q. N'Guyen, 2010. "Spillover impacts of the US macroeconomic news: Australian sectoral perspective," Post-Print hal-00548772, HAL.
References listed on IDEAS
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More about this item
KeywordsSpillover effects; Macroeconomic news; Australia stock markets; EGARCH;
- F3 - International Economics - - International Finance
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