Volatility Transmission Between Stock and Bond Markets: Evidence from US and Australia.
Victor FangVincent C. S. LeeYee Choon LimPublished in: IDEAL (2005)
Keyphrases
- stock price
- stock market
- option pricing
- financial markets
- stock trading
- chinese stock market
- stock data
- market prices
- trading systems
- trading strategies
- stock exchange
- stock market data
- garch model
- non stationary
- financial data
- financial time series
- investment strategies
- stock returns
- empirical evidence
- united states
- electronic commerce
- evidential reasoning
- exchange rate
- data transmission
- neural network
- stock index futures
- historical data
- news articles
- long term