| 000 | 00602nam a2200133Ia 4500 | ||
|---|---|---|---|
| 080 | _a11.02.01 M742hu(2004) | ||
| 100 | _aHurditt, Percival | ||
| 245 | _aAn assessment of volatility transmission in the Jamaican financial system | ||
| 260 |
_b[Caribbean Centre for Money & Finance] _a[St. Augustine]TT _c2004 |
||
| 300 | _a29 p, | ||
| 520 | _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. | ||
| 583 |
_c12/5/08 _kJOYD |
||
| 942 |
_cM _mM742hu(2004) |
||
| 999 |
_c33515 _d33515 |
||