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The interdependency between marketing and manufacturing

✍ Scribed by Caron H. St. John; Ernest H. Hall Jr.

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 672 KB
Volume: 20
Category: Article
ISSN: 0019-8501
DOI: 10.1016/0019-8501(91)90021-7

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## 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