Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia /
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the "tech bubble" period,...
| Հիմնական հեղինակ: | |
|---|---|
| Այլ հեղինակներ: | |
| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2002.
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| Շարք: | IMF Working Papers; Working Paper ;
No. 2002/154 |
| Առցանց հասանելիություն: | Full text available on IMF |