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Transmission of Volatility between Stock Markets: Discussion

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Author Info
Poterba, James M

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Publisher Info
Article provided by Oxford University Press for Society for Financial Studies in its journal Review of Financial Studies.

Volume (Year): 3 (1990)
Issue (Month): 1 ()
Pages: 34-35
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Handle: RePEc:oup:rfinst:v:3:y:1990:i:1:p:34-35

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  1. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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