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Browsing Open Theses & Dissertations by Thesis Supervisor "Xu, Qing"
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Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market(Auckland University of Technology, 2009)In this study, I examine the transmissions of volatility spillovers during the subprime crisis in the U.S between Vietnam and other Asian financial markets (Japan, Korea, China, Hong Kong, and Taiwan). I attempt to explore ...