ID | 260511 |
Title Proper | Asian flu or wall street virus?price and volatility spillovers of the tech and non-tech sectors in the United States and Asia |
Language | ENG |
Author | Chan-Lau, Jorge A. ; Ivaschenko, Iryna |
`In' analytical Note | In Estevao, Marcello & Nargis, Nigar: Wage moderation in France. 2002. 31p; --(IMF WP/02/151)
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Journal Source | In Estevao, Marcello & Nargis, Nigar: Wage moderation in France. 2002. 31p; --(IMF WP/02/151)
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Classification Number | IMF |
Key Words | Asymmetric GARCH models ; Price spillovers ; Volatility spilliovers ; Asia ; Stock Markets ; United States |