Work

Volatility spillover effects from Japan and the US to the Pacific–Basin

Year: 2000

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/s0261-5606(00)00006-1

Author: Angela Ng

Institution: Hong Kong University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2066580768

FWCI: 13.45

Cites: 51

Cited by: 656

Related to: 10