مرکز منطقه ای اطلاع رساني علوم و فناوري - Information and volatility linkages in the stock, bond, and money markets

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 :

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 :