Evaluating the impact of Shanghai-Hong Kong Stock Connect ," Economic ModellingElsevier, vol.

A quantile regression analysis of volatility spillover ," Research in International Business and FinanceElsevier, vol. A Bridge Connecting Mainland China and the International Market ," Economic Growth Centre Working Paper SeriesNanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.

A study of selected European and emerging countries ," Research in International Business and FinanceElsevier, vol.

Estimates based on fundamentals ," Working Paper SeriesEuropean Central Bank. Mobeen Ur Rehman, A Multivariate GARCH Dynamic Conditional Correlation Framework ," Lahore Journal of EconomicsDepartment of Economics, The Lahore School of Economics, vol.

International linkages of the Chinese stock exchanges: a multivariate GARCH analysis

A Multivariate GARCH Approach ," Economics Working Papers wp, School of Economics, University of Wollongong, NSW, Australia. Evidence from modelling australian stock market volatility a multivariate garch approach Chinese stock market ," Economic ModellingElsevier, vol. Effects on volatility transmission and contagion ," Borsa Istanbul ReviewResearch and Business Development Department, Borsa Istanbul, vol.

An application of Smooth Transition Conditional Correlation with Double Transition Functions ," ERC Working PapersERC - Economic Research Center, Middle East Technical University, revised Dec An asymmetric DCC GARCH approach ," Economic ModellingElsevier, vol.

Jeep wrangler parts dallas tx From the US, China and India During the Subprime Crisis ," Timisoara Journal of Economics and BusinessWest University of Timisoara, Romania, Faculty of Economics and Business Administration, vol.

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International Linkage of Russian Market and Russian Financial Crisis: A Multivariate Garch Analysis by Kashif Saleem :: SSRN

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Spatial GARCH: A Spatial Approach to Multivariate Volatility Modeling by Svetlana Borovkova, Rik Lopuhaa :: SSRN

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