Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
Year of publication: |
1997
|
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Authors: | Hu, John Wei-Shan ; Chen, Mei-Yuan ; Fok, Robert C. W. ; Huang, Bwo-Nung |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 7.1997, 4, p. 351-367
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Publisher: |
Elsevier |
Saved in:
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