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The determination and international transmission of stock market volatility
Kearney, Colm
- In:
Global finance journal
11
(
2000
)
1/2
,
pp. 31-52
Persistent link: https://www.econbiz.de/10001545837
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The Determination and International Transmission of Stock Market Volatility - This paper extends the literature on low-frequency analysis of the causes and transmission of stock market volatility. It uses end-monthly data on stock market returns, interest rates, exchange rates, inflation and industrial production for 5 countries (Britain, France, Germany, Japan and the United States) from July ...
Kearney, Colm
- In:
Global finance journal
11
(
2000
)
1-2
,
pp. 31-52
Persistent link: https://www.econbiz.de/10007673734
Saved in:
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