Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence
Year of publication: |
1993
|
---|---|
Authors: | Theodossiou, Panayiotis ; Lee, Unro |
Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 16.1993, 4, p. 337-50
|
Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
Saved in:
Saved in favorites
Similar items by person
-
Relationship Between Volatility and Expected Returns Across International Stock Markets
Theodossiou, Panayiotis, (1995)
-
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
Theodossiou, Panayiotis, (1993)
-
Time-varying betas and volatility persistence in international stock markets
Koutmos, Gregory, (1994)
- More ...