Volatility in the Nikkei Stock Market Index; Causes and International Transmission
AbstractThis paper uses low frequency end-monthly data on the Nikkei stock market index and business cycle variables in Japan to examine the important determinants of variations in the volatility in the Nikkei stock market index.
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Bibliographic InfoPaper provided by Western Sydney - School of Business And Technology in its series Papers with number e9601.
Length: 27 pages
Date of creation: 1996
Date of revision:
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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;
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- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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