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The Determination of Stock Market Volatility and Its International Transmission


  • Kearney, C.


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?

Suggested Citation

  • Kearney, C., 1995. "The Determination of Stock Market Volatility and Its International Transmission," Papers e9504, Western Sydney - School of Business And Technology.
  • Handle: RePEc:fth:wesybu:e9504

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    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation


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