Hurditt, Percival creator text St. Augustine]TT [Caribbean Centre for Money & Finance] 2004 monographic 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. 12/5/08 JOYD 11.02.01 M742hu(2004)