The Determination of Stock Market Volatility and Its International Transmission
AbstractThis paper provides new low frequency evidence on two important related issues in global finance, first, waht are the main determinants of variations in the volatility of important international stock markets, and second to what extent are variations in the volatility of these markets transmitted internationally?
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Bibliographic InfoPaper provided by Western Sydney - School of Business And Technology in its series Papers with number e9504.
Length: 36 pages
Date of creation: 1995
Date of revision:
Contact details of provider:
Postal: UNIVERSITY OF WESTERN SYDNEY,(MACARTHUR), SCHOOL OF BUSINESS AND TECHNOLOGY, CAMPBELTOWN NSW 2560 AUSTRALIA.
Web page: http://www.uws.edu.au/sob
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STOCK MARKET; CAPITAL MARKET;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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