Mean and volatility spillover effects in the US and Pacific-Basin stock markets
Y. Angela Liu ; Ming-Shiun Pan
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, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 1.1997, 1, p. 47-62
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