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

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

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 proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005)
Editors	Marcus Gallagher, James Hogan, Frederic Maire
Place of Publication	Germany
Publisher	Springer-Verlag London Ltd.
Pages	580 - 587
Number of pages	8
Volume	3578
ISBN (Print)	0302-9743
Publication status	Published - 2005
Event	International Conference on Intelligent Data Engineering and Automated Learning 2005 - Brisbane Qld Australia, Berlin Germany Duration: 1 Jan 2005 → …

Conference

Conference	International Conference on Intelligent Data Engineering and Automated Learning 2005
City	Berlin Germany
Period	1/01/05 → …

Cite this

Fang, Victor K F ; Lee, Vincent Cheng-Siong ; Lim, Yee Choon. / Volatility transmission between stock and bond markets: evidence from US and Australia. Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005). editor / Marcus Gallagher ; James Hogan ; Frederic Maire. Vol. 3578 Germany : Springer-Verlag London Ltd., 2005. pp. 580 - 587

@inproceedings{fc0d609bd9dc472fab0af65f86482008,

title = "Volatility transmission between stock and bond markets: evidence from US and Australia",

author = "Fang, {Victor K F} and Lee, {Vincent Cheng-Siong} and Lim, {Yee Choon}",

year = "2005",

language = "English",

isbn = "0302-9743",

volume = "3578",

pages = "580 -- 587",

editor = "Marcus Gallagher and James Hogan and Frederic Maire",

booktitle = "Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005)",

publisher = "Springer-Verlag London Ltd.",

address = "Germany",

note = "International Conference on Intelligent Data Engineering and Automated Learning 2005 ; Conference date: 01-01-2005",

}

Fang, VKF, Lee, VC-S & Lim, YC 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, Springer-Verlag London Ltd., Germany, pp. 580 - 587, International Conference on Intelligent Data Engineering and Automated Learning 2005, Berlin Germany, 1/01/05.

Volatility transmission between stock and bond markets: evidence from US and Australia. / Fang, Victor K F; Lee, Vincent Cheng-Siong; Lim, Yee Choon.

Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005). ed. / Marcus Gallagher; James Hogan; Frederic Maire. Vol. 3578 Germany : Springer-Verlag London Ltd., 2005. p. 580 - 587.

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

TY - GEN

T1 - Volatility transmission between stock and bond markets: evidence from US and Australia

AU - Fang, Victor K F

AU - Lee, Vincent Cheng-Siong

AU - Lim, Yee Choon

PY - 2005

Y1 - 2005

M3 - Conference Paper

SN - 0302-9743

VL - 3578

SP - 580

EP - 587

BT - Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005)

A2 - Gallagher, Marcus

A2 - Hogan, James

A2 - Maire, Frederic

PB - Springer-Verlag London Ltd.

CY - Germany

T2 - International Conference on Intelligent Data Engineering and Automated Learning 2005

Y2 - 1 January 2005

ER -