search query: @indexterm Australia / total: 778
reference: 305 / 778
| Author: | Alaganar, V.T. Bhar, R. |
| Title: | Information and volatility linkage under external shocks: evidence from dually listed Australian stocks |
| Journal: | International Review of Financial Analysis
2002 : VOL. 11:1, p. 59-71 |
| Index terms: | AUTOREGRESSION ECONOMIC SHOCKS INFORMATION STOCK MARKETS VOLATILITY AUSTRALIA |
| Language: | eng |
| Abstract: | The authors examine the information flow between dually listed stocks traded in Australia and the US using a bivariate GARCH model. The results indicate unidirectional information flow from the US equity market to the Australian market both with the dually listed stocks and the stock indicies. |
SCIMA