Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets

By Tampakoudis Ioannis A.  

International Journal of Trade and Global Markets, Vol. 5, Iss. 3-4, 2012-10 ,pp. : 171-194

Inderscience Publishers

Access to resources Recommend Favorite

Spillovers of stock return volatility to Asian equity markets from Japan and the US

By Miyakoshi T.  

Journal of International Financial Markets, Institutions & Money, Vol. 13, Iss. 4, 2003-10 ,pp. : 383-399

Elsevier

Access to resources Recommend Favorite

Structural Changes in Volatility of Foreign Exchange Rates after the Asian Financial Crisis

By Nakatsuma T.  

Financial Engineering and the Japanese Markets, Vol. 7, Iss. 1, 2000-03 ,pp. : 69-82

Springer Publishing Company

Access to resources Recommend Favorite

Modelling return and conditional volatility exposures in global stock markets

By Cai Charlie   Faff Robert   Hillier David   McKenzie Michael  

Review of Quantitative Finance and Accounting, Vol. 27, Iss. 2, 2006-09 ,pp. : 125-142

Springer Publishing Company

Access to resources Recommend Favorite

Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets

By Goh Kim-Leng   Wong Yoke-Chen   Kok Kim-Lian  

Review of Quantitative Finance and Accounting, Vol. 24, Iss. 4, 2005-06 ,pp. : 359-377

Springer Publishing Company

Access to resources Recommend Favorite