Simultaneous volatility transmission and spillover effects

Gannon, Gerard 2004, Simultaneous volatility transmission and spillover effects, in PBFEAM 2004 : Roads to Sustainable Asian Economic Prosperity : 12th annual conference on Pacific Basin Finance Economics Accounting Management, UTCC, Bangkok, Thailand, pp. 1-40.

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Title Simultaneous volatility transmission and spillover effects
Author(s) Gannon, Gerard
Conference name Conference on Pacific Basin Finance Economics Accounting Management (12th : 2004 : Bangkok, Thailand)
Conference location Bangkok, Thailand
Conference dates 10-11 August 2004
Title of proceedings PBFEAM 2004 : Roads to Sustainable Asian Economic Prosperity : 12th annual conference on Pacific Basin Finance Economics Accounting Management
Editor(s) Lee, C.
Publication date 2004
Start page 1
End page 40
Publisher UTCC
Place of publication Bangkok, Thailand
Language eng
Field of Research 150201 Finance
HERDC Research category E1 Full written paper - refereed
ERA Research output type E Conference publication
Persistent URL http://hdl.handle.net/10536/DRO/DU:30005384

Document type: Conference Paper
Collection: School of Accounting, Economics and Finance
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