Title of article :
Volatility transmission for cross-listed firms and the role of international exposure
Author/Authors :
Bartolomé Pascual-Fuster، نويسنده , , Jorge V. Perez-Rodriguez، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
26
From page :
303
To page :
328
Keywords :
GARCH , Volatility , Information transmission , Stock market , Cross-listing
Journal title :
Japan and the World Economy
Serial Year :
2007
Journal title :
Japan and the World Economy
Record number :
228645
Link To Document :
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