Essays about: "Hubert Warzynski"
Found 1 essay containing the words Hubert Warzynski.
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1. Volatility and Mean Spill-Over Effects in Asian Bond Markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper empirically examines the existence of volatility and mean spill-over effects from the US and EMU bond markets into those of seven Asian countries. Using a GARCH framework to capture the first and second moments of spill-overs during the 1996-2003 period, our results provide strong support mainly for the existence of volatility spill-over effects, and then primarily from the US bond market. READ MORE
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