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Simultaneous stochastic volatility transmission across American equity markets

Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60

Persistent link: https://www.econbiz.de/10009721374

Simultaneous stochastic volatility transmission across American equity markets

Weber, Enzo (contributor) - 2008

market to three American countries are revealed. The impact is strongest for Canada, followed by Mexico and Brazil, which are …

Persistent link: https://www.econbiz.de/10003727720

Evolving financial markets and international capital flows : Britain, the Americas, and Australia, 1865 - 1914

Davis, Lance Edwin; Gallman, Robert E. - 2001

Persistent link: https://www.econbiz.de/10001490722

Evolving financial markets and international capital flows : Britain, the Americas, and Australia, 1865-1914

Davis, Lance Edwin - 2001

This study examines the impact of British capital flows on the evolution of capital markets in Argentina, Australia, Canada, and the United States over the years 1870 to 1914. It contrasts the experiences of the frontier countries and provides historical insights into current economic problems...