Good news, bad news and international spillovers of stock return volatility between Japan and the U.S.
| Year of publication: |
1994
|
|---|---|
| Authors: | Bae, Kee-Hong ; Andrew Karolyi, G. |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 2.1994, 4, p. 405-438
|
| Publisher: |
Elsevier |