Choudhry, Taufiq - In: International Journal of Finance & Economics 2 (1997) 1, pp. 17-28
This paper investigates volatility in the stock markets of Canada, Denmark, Sweden, Switzerland, the United Kingdom and the United States, and the effects of short-run deviations between stock indices of these markets on the volatility during January 1926-December 1944. The empirical work is...