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Browsing College of Arts & Sciences by Author "Robbani, Mohammad"

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    • Volatility Transmission among G-8 Countries 

      Bhuyan, Rafiqul; Robbani, Mohammad; Sbeiti, Wafaa (2013)
      This paper investigates the volatility transmission in the financial markets of G-8 countries by using the VAREGARCH techniques. From the empirical analyses, it shows that volatility transmissions are present between the ...