Volatility Transmission among G-8 Countries
This paper investigates the volatility transmission in the financial markets of G-8 countries by using the VAREGARCH techniques. From the empirical analyses, it shows that volatility transmissions are present between the G-8 countries during the period from 1995 to 2007. The analyses indicate that t...
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2013
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| Online Access: | http://hdl.handle.net/11675/822 |
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