haku: @indexterm Economic shocks / yhteensä: 36
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| Tekijä: | Alaganar, V.T. Bhar, R. |
| Otsikko: | Information and volatility linkage under external shocks: evidence from dually listed Australian stocks |
| Lehti: | International Review of Financial Analysis
2002 : VOL. 11:1, p. 59-71 |
| Asiasana: | AUTOREGRESSION ECONOMIC SHOCKS INFORMATION STOCK MARKETS VOLATILITY AUSTRALIA |
| Kieli: | eng |
| Tiivistelmä: | 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