Pages that link to "Item:Q2722295"

The following pages link to Volatility analysis during the Asia crisis: a multivariate GARCH-M model for stock returns in the U. S., Germany and Japan (Q2722295):

Displaying 3 items.

• The Asian crisis and calendar effects on stock returns in Thailand (Q704088) (← links)
• The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets (Q1000462) (← links)
• Korean currency crisis and regime change: a multivariate GARCH model with Bayesian approach (Q1000500) (← links)