Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
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References listed on IDEAS
- Bertero, Elisabetta & Mayer, Colin, 1990.
"Structure and performance: Global interdependence of stock markets around the crash of October 1987,"
European Economic Review, Elsevier, vol. 34(6), pages 1155-1180, September.
- Bertero, Elisabetta & Mayer, Colin, 1989. "Structure and Performance: Global Interdependence of Stock Markets Around the Crash of October 1987," CEPR Discussion Papers 307, C.E.P.R. Discussion Papers.
- Roll, R., 1989. "Price Volatility, International Market Links, And Their Implications For Regulatory Policies," Papers t10, Columbia - Center for Futures Markets.
- Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- David Gruen & John Romalis & Naveen Chandra, 1999. "The Lags of Monetary Policy," The Economic Record, The Economic Society of Australia, vol. 75(3), pages 280-294, September.
- Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson, 2000. "A Small Model of the Australian Macroeconomy," RBA Research Discussion Papers rdp2000-05, Reserve Bank of Australia.
- Frank Campbell & Eleanor Lewis, 1998. "What Moves Yields in Australia?," RBA Research Discussion Papers rdp9808, Reserve Bank of Australia.
- Robert McCauley, 2006. "Internationalising a currency: the case of the Australian dollar," BIS Quarterly Review, Bank for International Settlements, December.
- Luci Ellis & Eleanor Lewis, 2001. "The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis," RBA Research Discussion Papers rdp2001-03, Reserve Bank of Australia.
More about this item
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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