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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/13363
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dc.contributor.authorKarunanayake, Indikaen
dc.contributor.authorValadkhani, Abbasen
dc.contributor.authorO'Brien, Martinen
dc.date.accessioned2013-09-06T13:42:00Z-
dc.date.issued2012-
dc.identifier.citationAustralasian Accounting Business and Finance Journal, 6(1), p. 83-96en
dc.identifier.issn1834-2019en
dc.identifier.issn1834-2000en
dc.identifier.urihttps://hdl.handle.net/1959.11/13363-
dc.description.abstractThis paper examines the dynamics of cross-country GDP volatility transmission and their conditional correlations. We use quarterly data (1961-2008) for Australia, Canada, the UK and the US to construct and estimate a multivariate generalised autoregressive conditional heteroskedasticity (MGARCH) model. According to the results from the mean growth equations, we identified significant cross-country GDP growth spillover among these countries. Furthermore, the growth volatility between the US and Canada indicates the highest conditional correlation. As expected, we also found that the shock influences are mainly exerted by the larger economies onto the smaller economies.en
dc.languageenen
dc.publisherUniversity of Wollongong, School of Accounting, Economics and Financeen
dc.relation.ispartofAustralasian Accounting Business and Finance Journalen
dc.titleGDP Growth and the Interdependency of Volatility Spilloversen
dc.typeJournal Articleen
dcterms.accessRightsGolden
dc.subject.keywordsInvestment and Risk Managementen
dc.subject.keywordsFinanceen
local.contributor.firstnameIndikaen
local.contributor.firstnameAbbasen
local.contributor.firstnameMartinen
local.subject.for2008150201 Financeen
local.subject.for2008150205 Investment and Risk Managementen
local.subject.seo2008910103 Economic Growthen
local.subject.seo2008910101 Balance of Paymentsen
local.profile.schoolUNE Business Schoolen
local.profile.emailavaladk2@une.edu.auen
local.output.categoryC1en
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20130903-101827en
local.publisher.placeAustraliaen
local.format.startpage83en
local.format.endpage96en
local.url.openhttp://ro.uow.edu.au/aabfj/vol6/iss1/14en
local.peerreviewedYesen
local.identifier.volume6en
local.identifier.issue1en
local.access.fulltextYesen
local.contributor.lastnameKarunanayakeen
local.contributor.lastnameValadkhanien
local.contributor.lastnameO'Brienen
dc.identifier.staffune-id:avaladk2en
local.profile.roleauthoren
local.profile.roleauthoren
local.profile.roleauthoren
local.identifier.unepublicationidune:13575en
dc.identifier.academiclevelAcademicen
local.title.maintitleGDP Growth and the Interdependency of Volatility Spilloversen
local.output.categorydescriptionC1 Refereed Article in a Scholarly Journalen
local.relation.urlhttp://ro.uow.edu.au/aabfj/vol6/iss1/14en
local.search.authorKarunanayake, Indikaen
local.search.authorValadkhani, Abbasen
local.search.authorO'Brien, Martinen
local.uneassociationUnknownen
local.year.published2012en
local.subject.for2020350202 Financeen
local.subject.for2020350208 Investment and risk managementen
local.subject.seo2020150203 Economic growthen
local.subject.seo2020150201 Balance of paymentsen
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