Hurditt, Percival <br/><br/>
An assessment of volatility transmission in the Jamaican financial system 

 - [St. Augustine]TT  [Caribbean Centre for Money & Finance]  2004 
 - 29 p, 
<br/><br/> 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. 
<br/><br/><label>Universal Decimal Class. No.: </label>11.02.01 M742hu(2004)