APAD Conference Archive
Session 9: Volatility Spillover
Writer 관리자
Date2012.08.26
Hit2725
Contemporaneous Spill-over Among Equity, Gold, and Exchange Rate Implied Volatility Indices (Ihsan Ullah Badshah, Bart Frijns, Alireza Tourani-Rad)
Transmigraion Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets (Michael Chng, Vincent Xiang, Victor Fang)
Linkages, Volatility Transmissions and Contagion in Interest Rate Swap Markets: What Are We Really Picking Up? (A.S.M. Sohel Azad, Jonathan A. Batten, Victor Fang, J. Wickramanayake)
Transmigraion Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets (Michael Chng, Vincent Xiang, Victor Fang)
Linkages, Volatility Transmissions and Contagion in Interest Rate Swap Markets: What Are We Really Picking Up? (A.S.M. Sohel Azad, Jonathan A. Batten, Victor Fang, J. Wickramanayake)