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Correlations in Returns and Volatilities in Pacific-Rim Stock Markets · Study

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ArticleCorrelations in Returns and Volatilities in Pacific-Rim Stock Markets

Nicholas S. P. Tay2000

Article2000

Correlations in Returns and Volatilities in Pacific-Rim Stock Markets

Nicholas S. P. Tay · Zhen Zhu

41 citations·0/0 files stored·Open Economies Review

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1990Correlations in Price Changes and Volatility across International Stock Markets 1989International Transmission of Stock Market Movements 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility 1998Contagion and Trade: Why Are Currency Crises Regional?1996A causality-in-variance test and its application to financial market prices 1995A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada 1993Threshold arch models and asymmetries in volatility

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2016An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries 2010TIME‐VARYING VOLATILITY MODELLING OF BALTIC STOCK MARKETS 2015The transmission of market shocks and bilateral linkages: Evidence from emerging economies 2004The linkage between the US and Korean stock markets: the case of NASDAQ, KOSDAQ, and the semiconductor stocks

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Year2000

Typearticle

Published2000-01-01

VenueOpen Economies Review

ISSN-L0923-7992

Languageen

Citations41

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1023/a:1008349012883

openalex_workW1483052594

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