Information processing and measures of integration: New York, London and Tokyo
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References listed on IDEAS
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More about this item
KeywordsGARCH; spillover; integration; transmission; efficiency;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-06-03 (All new papers)
- NEP-ETS-2006-06-03 (Econometric Time Series)
- NEP-FIN-2006-06-03 (Finance)
- NEP-FMK-2006-06-03 (Financial Markets)
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