Yanan Li (a former graduate student) and I have just released a new Working Paper. It's titled, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Developing Asian Stock Markets".
If you're interested, you can download a copy of the paper from here.
ver Effects Between Developed Stock Markets and Asian Emerging Stock Marketsodelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
© 2013, David E. Giles
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