Volatility Spillovers from the US to Australia and China across the GFC

2013-01-08

Additional Metadata
Keywords	Cholesky-GARCH, Markov-switching GARCH, time-varying correlations, volatility spillovers
Publisher	Tinbergen Institute
Persistent URL	hdl.handle.net/1765/38232
Series	Tinbergen Institute Discussion Paper Series
Journal	Discussion paper / Tinbergen Institute
Organisation	Tinbergen Institute
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Allen, D.E, McAleer, M.J, Powell, R.J, & Singh, A.K. (2013). Volatility Spillovers from the US to Australia and China across the GFC (No. TI 13-009/III). Discussion paper / Tinbergen Institute (pp. 1–17). Tinbergen Institute. Retrieved from http://hdl.handle.net/1765/38232

Publication