Integration of the South and East Asian stock markets, return and volatility spillovers from US, UK, Singapore and Hong Kong using EGARCH model

Publication Data

• Title Integration of the South and East Asian stock markets, return and volatility spillovers from US, UK, Singapore and Hong Kong using EGARCH model
• Author Rashid Ameer
• Contributor Aston Business School
• Publisher Aston Business School
• Publication date 2005
• Publication location Birmingham
• Language English

Descriptive Notes

Title from PDF title page.

Topics

• Stock exchanges :: Econometric models
• Stock exchanges :: South Asia
• Stock exchanges :: East Asia
• Time-series analysis
• Capital movements :: Econometric models
• Cointegration

Integration of the South and East Asian stock markets, return and volatility spillovers from US, UK, Singapore and Hong Kong using EGARCH model by Rashid Ameer. ISBN 1854496468. Published by Aston Business School in 2005. Publication and catalogue information, links to buy online and reader comments.