๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Is East Asia becoming more interdependent?

โœ Scribed by Peter A. Petri


Book ID
113470061
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
302 KB
Volume
17
Category
Article
ISSN
1049-0078

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Is becoming more beautiful?
โœ David Whittaker ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 157 KB
Market interdependence and financial vol
โœ Giampiero M. Gallo; Margherita Velucchi ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 233 KB

## Abstract In this paper, we adapt the Multiplicative Error Model (MEM) to analyze the interdependence of volatility across markets. The MEM specifies the dynamics of a volatility proxy (absolute returns) for one market including terms accounting for an asymmetric impact of good or bad news on the

Image is Becoming More International
โœ Meehan, Therese C. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Wiley (Blackwell Publishing) ๐ŸŒ English โš– 249 KB