Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis
| Year of publication: |
1994
|
|---|---|
| Authors: | Theodossiou, Panayiotis ; Koutmos, Gregory |
| Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 5.1994, 2, p. 277-287
|
| Publisher: |
Elsevier |