Asymmetry in return and volatility spillover between equity and bond markets in Australia

By W. G. Dean, R. Faff, Geoffrey F. Loudon. 2010

117 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5427bd2cbf19de7db694d46859d5ae55f2d028be

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yu Wei
2. Dengshi Huang
3. Xiaoqian Wen
4. Yanfeng Guo
5. Yue‐Jun Zhang
6. Feng Ma
7. Juan Carlos Reboredo

In Finance

1. Yu Wei
2. Dengshi Huang
3. Xiaoqian Wen
4. Yanfeng Guo
5. Yue‐Jun Zhang
6. Feng Ma

Citations in the corpus

• How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China (2014, methodology): “2 The asymmetric BEKK model has already been applied in studies of the correlations between traditional financial markets (e.g., Ang and Chen, 2002; Brooks and Henry, 2000; Dean et al., 2010; Goeij andMarquering, 2005; Li andMajerowska, 2008).”