Return and volatility linkages between the US and the German stock market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 25 (2006)
Issue (Month): 4 (June)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Susmel, Raul & Engle, Robert F., 1994. "Hourly volatility spillovers between international equity markets," Journal of International Money and Finance, Elsevier, vol. 13(1), pages 3-25, February.
- Thorsten Freihube & Erik Theissen, 2001. "An Index Is An Index Is An Index?," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 53(4), pages 295-320, October.
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"On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective,"
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