Volatility transmission between stock and bond markets: evidence from US and Australia

Victor K F Fang, Vincent Cheng-Siong Lee, Yee Choon Lim

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

    2 Citations (Scopus)
    Original languageEnglish
    Title of host publicationProceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005)
    EditorsMarcus Gallagher, James Hogan, Frederic Maire
    Place of PublicationGermany
    PublisherSpringer-Verlag London Ltd.
    Pages580 - 587
    Number of pages8
    Volume3578
    ISBN (Print)0302-9743
    Publication statusPublished - 2005
    EventInternational Conference on Intelligent Data Engineering and Automated Learning - Brisbane Qld Australia, Berlin Germany
    Duration: 1 Jan 2005 → …

    Conference

    ConferenceInternational Conference on Intelligent Data Engineering and Automated Learning
    CityBerlin Germany
    Period1/01/05 → …

    Cite this

    Fang, V. K. F., Lee, V. C-S., & Lim, Y. C. (2005). Volatility transmission between stock and bond markets: evidence from US and Australia. In M. Gallagher, J. Hogan, & F. Maire (Eds.), Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005) (Vol. 3578, pp. 580 - 587). Springer-Verlag London Ltd..