The Determination of Stock Market Volatility and Its International Transmission
This 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?
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1995|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.uws.edu.au/sob
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fth:wesybu:e9504. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.