00570nam a2200121Ia 450000500170000008000260001710000220004324500780006526000680014330000100021152002090022158300180043020260716043923.0  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