Volatility in the Nikkei Stock Market Index; Causes and International Transmission.

This paper uses low frequency end-monthly data on the Nikkei stock market index and business cycle variables in Japan to examine the important determinants of variations in the volatility in the Nikkei stock market index.

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Year of publication:	1996
Authors:	Kearney, C. ; Kelly, B.
Institutions:	School of Business, University of Western Sydney
Subject:	STOCK MARKET \| CAPITAL MARKET

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Series:	Western Sydney - School of Business And Technology.
Type of publication:	Book / Working Paper
Notes:	27 pages
Classification:	G13 - Contingent Pricing; Futures Pricing ; G18 - Government Policy and Regulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005631227