Volatility transmissions between stock and bond markets: Evidence from Japan and the U.S.

Fang, Victor, Lim, YC and Lin, Chien-Ting 2005, Volatility transmissions between stock and bond markets: Evidence from Japan and the U.S., in MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings, Modelling and Simulation Society of Australia and New Zealand, [Canberra], pp. 814-820.


Title Volatility transmissions between stock and bond markets: Evidence from Japan and the U.S.
Author(s) Fang, VictorORCID iD for Fang, Victor orcid.org/0000-0001-8914-3363
Lim, YC
Lin, Chien-TingORCID iD for Lin, Chien-Ting orcid.org/0000-0001-6367-3606
Conference location Melbourne, Vic.
Conference dates 2005/12/12 - 2005/12/15
Title of proceedings MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings
Publication date 2005
Start page 814
End page 820
Total pages 7
Publisher Modelling and Simulation Society of Australia and New Zealand
Place of publication [Canberra]
ISBN 0975840002
HERDC Research category EN.1 Other conference paper
Persistent URL http://hdl.handle.net/10536/DRO/DU:30099685

Document type: Conference Paper
Collection: Department of Finance
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