Does Increased International Influence Cause Higher Stock Market Volatility?
Increased international financial integration is likely to cause greater market interdependence. This may either reduce volatility or increase it by adding a new source of noise. Based on Swedish data, the findings in this paper are that foreign influence on the stock market shows a clear, positive trend, while purely domestic factors have not become more volatile. The trendwise increase in volatility on the Swedish stock market, can, thus be attributed to increased foreign influence. Copyright 1999 by The editors of the Scandinavian Journal of Economics.
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Volume (Year): 101 (1999)
Issue (Month): 1 (March)
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