Normal view MARC view ISBD view

An assessment of volatility transmission in the Jamaican financial system

Hurditt, Percival

An assessment of volatility transmission in the Jamaican financial system - [St. Augustine]TT [Caribbean Centre for Money & Finance] 2004 - 29 p,

Applies the GARCH-BEKK procedure to the returns from the Jamaican bond, foreign exchange and stock markets in order to estimate the magnitude of the common market and cross-market volatility transmission.

Universal Decimal Class. No.: 11.02.01 M742hu(2004)

Place hold
Print
Cite
Add to your cart (remove)
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)