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Transmission of returns and volatility in art markets: a multivariate GARCH analysis

โœ Scribed by Higgs, Helen; Worthington, Andrew C.

Book ID
126761352
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
109 KB
Volume
11
Category
Article
ISSN
1350-4851

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๐Ÿ“œ SIMILAR VOLUMES

Transmission of equity returns and volat
Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis
โœ Andrew Worthington; Helen Higgs ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 125 KB

## Abstract This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indo