Title of article
Information and volatility linkages in the stock, bond, and money markets
Author/Authors
Jeff Fleming، نويسنده , , Chris Kirby، نويسنده , , Barbara Ostdiek، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
27
From page
111
To page
137
Keywords
stochastic volatility , Common information , Information spillover , Marketlinkages
Journal title
Journal of Financial Economics
Serial Year
1998
Journal title
Journal of Financial Economics
Record number
257327
Link To Document