Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Chris Brooks; Ólan T. Henry
| Year of publication: |
2000
|
|---|---|
| Authors: | Brooks, Chris ; Henry, Ólan Thomas John |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 17.2000, 4, p. 497-513
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Preiskonvergenz | Price convergence | Schätzung | Estimation | USA | United States | Japan | Australien | Australia |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic modelling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001533881