%0 Journal Article
	%A Chin Wen Cheong
	%D 2010
	%J International Journal of Economics and Management Engineering
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 43, 2010
	%T Risk Management Analysis: An Empirical Study Using Bivariate GARCH
	%U https://publications.waset.org/pdf/7846
	%V 43
	%X This study employs a bivariate asymmetric GARCH
model to reveal the hidden dynamics price changes and volatility
among the emerging markets of Thailand and Malaysian after the
Asian financial crisis from January 2001 to December 2008. Our
results indicated that the equity markets are sharing the common
information (shock) that transmitted among each others. These
empirical findings are used to demonstrate the importance of shock
and volatility dynamic transmissions in the cross-market hedging and
market risk.
	%P 1784 - 1790