Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
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More about this item
KeywordsAsia; Singapore; Malaysia; Japan; International financial markets; Hong Kong Special Administrative Region of China; Stock markets; United States; Price spillovers; volatility spillovers; asymmetric GARCH models; spillovers; stock market; stock returns; stock price;
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