YANG, T. .; LAU, W.-Y. .; BAHRI, E. N. A. . Volatility spillovers in the US-China financial markets: Evidence from BEKK-GARCH model. Asian Journal of Economic Modelling, [S. l.], v. 13, n. 1, p. 1–22, 2025. DOI: 10.55493/5009.v13i1.5256. Disponível em: https://archive.aessweb.com/index.php/5009/article/view/5256. Acesso em: 22 jan. 2025.