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The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia
This study investigates the effects of volatility spillovers among five Asian stock markets (China, Hong Kong, Korea, Singapore, and Taiwan) and examines how the global financial crisis of 2008 has influenced volatility transmission among Asian stock markets. The results from a VAR(1)-bivariate GARC...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Korea Institute for International Economic Policy
2011-12-01
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| Colecção: | East Asian Economic Review |
| Assuntos: | |
| Acesso em linha: | http://dx.doi.org/10.11644/KIEP.JEAI.2011.15.4.239 |
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