Volatility transmissions and spillover effects: an empirical study of Vietnam's stock market and other Asian stock market
In this study, I examine the transmissions of volatility spillovers during the subprime crisis in the U.S between Vietnam and other Asian financial markets (Japan, Korea, China, Hong Kong, and Taiwan). I attempt to explore the level and magnitude of volatility spillover effects of other Asian market...
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| Format: | Others |
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Auckland University of Technology,
2010-06-13T21:21:32Z.
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| Online Access: | Get fulltext |