Transmission of conditional stock return volatility across North American markets : evidence from pre- and post-NAFTA
Bradley T. Ewing; James E. Payne; Clifford Sowell
| Year of publication: |
2001
|
|---|---|
| Authors: | Ewing, Bradley T. ; Payne, James E. ; Sowell, Clifford B. |
| Published in: |
The International trade journal. - London : Taylor & Francis, ISSN 0885-3908, ZDB-ID 901003-8. - Vol. 15.2001, 4, p. 409-427
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Nordamerika | North America | Kanada | Canada | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002155773