ID | 353722 |
Title Proper | Volatility spillover and time-varying correlation among the Indian, Asian and US stock markets |
Language | ENG |
Author | Lagesh (M. A.) ; Padhi (Puja) |
`In' analytical Note | Journal of Quantitative Economics 26(2) Jul 2012pp78-90 |
Journal Source | Journal of Quantitative Economics 26(2) Jul 2012pp78-90 |
Classification Number | X651,h |
Key Words | Spillover ; International financial markets ; Dynamic conditional correlation |