Volatility Correlation Dynamics Between the US and Asia-Pasific. Empirical Evidence
With the globalization and liberalization of international trade and finance, the interaction between international financial markets has increased markedly. Thus, this paper examines the nature of linkage among equity market returns and their volatility, with a particular focus on the global finan...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36069/ |