Mean and volatility spillover effects in the US and Pacific-Basin stock markets
Year of publication: |
1997
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Authors: | Liu, Y. Angela ; Pan, Ming-Shiun |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 1.1997, 1, p. 47-62
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Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Hongkong | Hong Kong | Singapur | Singapore | Taiwan | Thailand | 1884-1991 |
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