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Autor Singh, A. K. |
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Allen, David E. ; Kramadibrata, A. ; McAleer, Michael ; Powell, R. ; Singh, A. K. | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2012-05-09This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship be[...]texto impreso
Allen, David E. ; McAleer, Michael ; Powell, R. J. ; Singh, A. K. | 2012-12This paper features an analysis of volatility spillover eects from the US market, represented by the S&P500 index to the Australian capital market as represented by the Australian S&P200 for a period running from 12th September 2002 to 9th Septe[...]