Volatility in the Nikkei Stock Market Index; Causes and International Transmission.

This paper uses low frequency end-monthly data on the Nikkei stock market index and business cycle variables in Japan to examine the important determinants of variations in the volatility in the Nikkei stock market index.

MoreLess

Year of publication:	1996
Authors:	Kearney, C. ; Kelly, B.
Institutions:	School of Business, University of Western Sydney
Subject:	STOCK MARKET \| CAPITAL MARKET

More details

Series:	Western Sydney - School of Business And Technology.
Type of publication:	Book / Working Paper
Notes:	27 pages
Classification:	G13 - Contingent Pricing; Futures Pricing ; G18 - Government Policy and Regulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005631227