Volatility Transmission Between Stock and Bond Markets: Evidence from US and Australia.

Victor Fang Vincent C. S. Lee Yee Choon Lim

Published 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