Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Author:

Chan-Lau Jorge A.,Ivaschenko Iryna V., ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference34 articles.

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4. Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility;Lin;Review of Financial Studies,1994

5. Market Fundamentals versus Price-Level Bubbles: The First Tests;Flood;Journal of Political Economy,1980

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