Transaction costs, arbitrage, and volatility spillover: a note
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Economics & Finance.
Volume (Year): 12 (2003)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/inca/620165
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NBER Working Papers
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- Arago-Manzana, Vicent & Fernandez-Izquierdo, Maria Angeles, 2007. "Influence of structural changes in transmission of information between stock markets: A European empirical study," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 112-124, April.
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