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Volatility spillover effects from Japan and the US to the Pacific-Basin

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  • Ng, Angela

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  • Ng, Angela, 2000. "Volatility spillover effects from Japan and the US to the Pacific-Basin," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 207-233, April.
  • Handle: RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233
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