Volatility and Links between National Stock Markets
- 1 July 1994
- journal article
- Published by JSTOR in Econometrica
- Vol. 62 (4) , 901
- https://doi.org/10.2307/2951737
Abstract
The empirical objective of this study is to account for the time-variation in the covariances between stock markets, and to assess the extent of capital market ...This publication has 0 references indexed in Scilit: