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• Robert F. Engle
• Takatoshi Ito

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Paper provided by Minnesota - Center for Economic Research in its series Papers with number 246.

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Length: 31 pages
Date of creation: 1988
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Handle: RePEc:fth:minner:246

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Keywords: prices ; information ; economic models;

Cited by:
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1. Jeffrey A. Frankel, 1994. "The Internationalization of Equity Markets," NBER Working Papers 4590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Jeffrey A. Frankel, 1994. "The Internationalization of Equity Markets," NBER Books, National Bureau of Economic Research, Inc, number fran94-1, Summer.

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