TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41600
AB  - This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact...
LA  - eng
KW  - Volatility Spillover Index
KW  - VAR analysis
KW  - Variance Decomposition
KW  - Cholesky-GARCH.
TI  - Volatility Spillovers from Australia's major trading partners across the GFC
TY  - technical report
VL  - 2014
ER  -