Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index

Jonathan Graeme Dark, Mala Valliammai Raghavan, Aswanth Kamepalli

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationAustralasian Meeting of the Econometric Society: Proceedings of the Conference
EditorsPeter Bardsley, Mardi Dungey
Place of Publicationhttp://esam06.anu.edu.au
PublisherThe Econometric Society
Pages1 - 10
Number of pages10
Publication statusPublished - 2006
EventAustralasian Meeting of the Econometric Society - Alice Springs NT Australia, http://esam06.anu.edu.au
Duration: 1 Jan 2006 → …

Conference

ConferenceAustralasian Meeting of the Econometric Society
Cityhttp://esam06.anu.edu.au
Period1/01/06 → …

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