Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
| Year of publication: |
1997
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|---|---|
| Authors: | Hu, J.W.-S. ; Chen, M.-Y. ; Fok, R.C.W. ; Huang, B.-N. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 7.1997, 4, p. 351-368
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