TY  - BOOK
AU  - Hurditt, Percival
TI  - An assessment of volatility transmission in the Jamaican financial system
PY  - 2004///
CY  - [St. Augustine]TT
PB  - [Caribbean Centre for Money & Finance]
N2  - 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
ER  -