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Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

, , , и . Journal of International Financial Markets, Institutions and Money, 7 (4): 351--367 (декабря 1997)

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Robert C W Wawrzinek

C W Strüder

Christian C W Grovermann

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Stefan C W Krauter

 

Другие публикации лиц с тем же именем

Do currency futures prices follow random walks?, , и . Journal of Empirical Finance, 4 (1): 1--15 (января 1997)Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular, , , и . Journal of International Financial Markets, Institutions and Money, 7 (4): 351--367 (декабря 1997)