Li, Hong and Majerowska, Ewa (2008) Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach. Research in International Business and Finance, 22(3), pp. 247-266. ISSN (print) 0275-5319
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Official URL: http://dx.doi.org/10.1016/j.ribaf.2007.06.001
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | stock market linkages, volatility spillovers, multivariate GARCH model, asymmetric response of volatility |
| Research Area: | Economics and econometrics |
| Faculty, School or Research Centre: | Faculty of Arts and Social Sciences > School of Economics (until November 2012) |
| Depositing User: | Cheryl Clark |
| Date Deposited: | 09 Feb 2009 09:04 |
| Last Modified: | 09 Feb 2009 09:04 |
| URI: | http://eprints.kingston.ac.uk/id/eprint/4639 |
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