Linkages between the U.S. and Japanese Stock Markets: A Bivariate Garch-M Analysis
| Year of publication: |
1994
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|---|---|
| Authors: | Theodossiou, Panayiotis ; Koutmos, Gregory |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 5.1994, 2, p. 277-290
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