Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1158|20|2|155-177

ISSN: 1076-9307

Source: INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol.20, Iss.2, 2015-03, pp. : 155-177

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Abstract