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?
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|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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