00541nam a2200109Ia 4500080002600000100002200026245007800048260006800126300001000194520020900204583001800413  a11.02.01 M742hu(2004)  aHurditt, Percival  aAn assessment of volatility transmission in the Jamaican financial system  b[Caribbean Centre for Money & Finance]a[St. Augustine]TTc2004  a29 p,  aApplies 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.  c12/5/08kJOYD