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ID260511
Title ProperAsian flu or wall street virus?price and volatility spillovers of the tech and non-tech sectors in the United States and Asia
LanguageENG
AuthorChan-Lau, Jorge A. ;  Ivaschenko, Iryna
`In' analytical NoteIn Estevao, Marcello & Nargis, Nigar: Wage moderation in France. 2002. 31p; --(IMF WP/02/151)
Journal SourceIn Estevao, Marcello & Nargis, Nigar: Wage moderation in France. 2002. 31p; --(IMF WP/02/151)
Classification NumberIMF
Key WordsAsymmetric GARCH models ;  Price spillovers ;  Volatility spilliovers ;  Asia ;  Stock Markets ;  United States