Interaction between the London and New York stock exchange during common trading hours
Paul Kofmann, Martin Martens and Ton C. F. Vorst
| Year of publication: |
1995
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|---|---|
| Authors: | Kofman, Paul |
| Other Persons: | Martens, Martin (contributor) ; Vorst, Ton (contributor) |
| Published in: |
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995. - Clayton, Victoria, ISBN 0-7326-0622-5. - 1995, p. 25-48
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| Subject: | Aktienindex | Stock index | Spillover-Effekt | Spillover effect | Volatilität | Volatility | USA | United States | Großbritannien | United Kingdom |