Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gerard Gannon and Siu Pang Au-Yeung

Working Papers from Deakin University, Department of Economics

Keywords: Multivariate Volatility; Regulatory change; Volatility transmissions. (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Date: 2004-01-01
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Citations: View citations in EconPapers (7)

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http://dx.doi.org/10.1016/j.ribaf.2004.04.005

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