Volatility transmission between Japan, UK and USA in daily stock returns
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Volume (Year): 36 (2009)
Issue (Month): 1 (February)
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- Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
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