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

Gannon, Gerard and Au-Yeung, Siu Pang 2004, Structural effects and spillovers in HSIF, HSI and S&P500 volatility, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Author(s) Gannon, Gerard
Au-Yeung, Siu Pang
Publication date 2004
Series School Working Paper - Series 2004 ; SWP 2004/08
Total pages 22
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) G14
Multivariate Volatility
Regulatory change
Volatility transmissions.
RePEc:dkn:acctwp:aef_2004_08
Notes This working paper was later published in the journal 'Research in International Business and Finance' and is available online: http://dx.doi.org/10.1016/j.ribaf.2004.04.005
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30002449
Copyright notice ©2004, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105578

Document type: Report
Collection: RePEc Working Papers
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