Nalin Prasad

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

  • University of Sydney Business School

SCHOLARLY PAPERS

1

DOWNLOADS

175

TOTAL CITATIONS

2

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Time Varying Volatility Indexes and Their Determinants: Evidence from Developed and Emerging Stock Markets

Number of pages: 43 Posted: 16 Sep 2014 Last Revised: 26 Sep 2014
Nalin Prasad, Andrew R. Grant and Suk-Joong Kim
University of Sydney Business School, University of Sydney Business School - Discipline of Finance and The University of Sydney Business School
Downloads 175 (363,705)
Citation 2

Abstract:

Loading...

Stock market spillovers, Realized Volatility, Spillover index, VAR, Volatility transmission