International Spillovers and Volatility Asymmetries
Language: en
Pages: 32
Authors: Kee-hong Bae
Categories: Investments, Foreign
Type: BOOK - Published: 1993 - Publisher:

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Asymmetric Networks of Global Volatility Spillovers
Language: en
Pages:
Authors: Zihui Yang
Categories:
Type: BOOK - Published: 2016 - Publisher:

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We document asymmetric networks of implied volatility spillovers across global stock and commodity markets as well as the US Treasury market. There are signific
Investment-Led Growth in China
Language: en
Pages: 23
Authors: Mr.Ashvin Ahuja
Categories: Business & Economics
Type: BOOK - Published: 2012-11-06 - Publisher: International Monetary Fund

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Over the past decade, China’s growth model has become more reliant on investment and its footprint in global imports has widened substantially. Several econom
Financial and Macroeconomic Connectedness
Language: en
Pages: 285
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2015-02-03 - Publisher: Oxford University Press

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Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest i
Volatility and Time Series Econometrics
Language: en
Pages: 432
Authors: Mark Watson
Categories: Business & Economics
Type: BOOK - Published: 2010-02-11 - Publisher: Oxford University Press

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A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricia