Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia /
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the ""tech bubble"&qu...
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| Format: | Book |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2002
[Washington, D.C.] : International Monetary Fund, International Capital Markets Department and Western Hemisphere Department, c2002 Washington, D.C. : 2002 |
| Series: | IMF Working Papers ;
Working Paper No. 02/154 IMF Working Papers ; Working Paper no. 02/154 IMF eLibrary IMF working paper ; WP/02/154 |
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This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Massachusetts Institute of Technology
| Call Number: |
HG3810.I45 no.WP/02/154 |
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