Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf ·...

11
Deakin Research Online This is the published version: Fang, Victor, Lin, Edward and Lee, Vincent 2007, Volatility linkages and spillovers in stock and bond markets : some international evidence, Journal of international finance and economics, vol. 7, no. 1, pp. 1-10. Available from Deakin Research Online: http://hdl.handle.net/10536/DRO/DU:30042542 Reproduced with the kind permission of the copyright owner. Copyright : 2007, Academy of International Business and Economics

Transcript of Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf ·...

Page 1: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit

Deakin Research Online This is the published version: Fang, Victor, Lin, Edward and Lee, Vincent 2007, Volatility linkages and spillovers in stock and bond markets : some international evidence, Journal of international finance and economics, vol. 7, no. 1, pp. 1-10. Available from Deakin Research Online: http://hdl.handle.net/10536/DRO/DU:30042542 Reproduced with the kind permission of the copyright owner. Copyright : 2007, Academy of International Business and Economics

Page 2: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 3: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 4: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 5: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 6: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 7: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 8: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 9: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 10: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit
Page 11: Deakin Research Onlinedro.deakin.edu.au/eserv/DU:30042542/fang-volatilitylinkages-2007.pdf · Victor Fang, Monash University, Caulfield, Victoria, ... earlier studies do not explicit