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 proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Australasian Meeting of the Econometric Society: Proceedings of the Conference
Editors	Peter Bardsley, Mardi Dungey
Place of Publication	http://esam06.anu.edu.au
Publisher	The Econometric Society
Pages	1 - 10
Number of pages	10
Publication status	Published - 2006
Event	Australasian Meeting of the Econometric Society 2006 - Alice Springs NT Australia, http://esam06.anu.edu.au Duration: 1 Jan 2006 → …

Conference	Australasian Meeting of the Econometric Society 2006
City	http://esam06.anu.edu.au
Period	1/01/06 → …

Cite this

Dark, Jonathan Graeme ; Raghavan, Mala Valliammai ; Kamepalli, Aswanth. / Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index. Australasian Meeting of the Econometric Society: Proceedings of the Conference. editor / Peter Bardsley ; Mardi Dungey. http://esam06.anu.edu.au : The Econometric Society, 2006. pp. 1 - 10

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title = "Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index",

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year = "2006",

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editor = "Peter Bardsley and Mardi Dungey",

booktitle = "Australasian Meeting of the Econometric Society: Proceedings of the Conference",

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note = "Australasian Meeting of the Econometric Society 2006 ; Conference date: 01-01-2006",

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Dark, JG, Raghavan, MV & Kamepalli, A 2006, Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index. in P Bardsley & M Dungey (eds), Australasian Meeting of the Econometric Society: Proceedings of the Conference. The Econometric Society, http://esam06.anu.edu.au, pp. 1 - 10, Australasian Meeting of the Econometric Society 2006, http://esam06.anu.edu.au, 1/01/06.

Return and volatility spillovers between the foreign exchange market and the Australian All Ordinaries Index. / Dark, Jonathan Graeme; Raghavan, Mala Valliammai; Kamepalli, Aswanth.
Australasian Meeting of the Econometric Society: Proceedings of the Conference. ed. / Peter Bardsley; Mardi Dungey. http://esam06.anu.edu.au: The Econometric Society, 2006. p. 1 - 10.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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