CORRELATIONS IN PRICE CHANGES AND VOLATILITY ACROSS INTERNATIONAL STOCK MARKETS

被引：855

作者：

HAMAO, Y

MASULIS, RW

NG, V

机构：

[1] UNIV CALIF SAN DIEGO,GRAD SCH INT RELAT & PACIFIC STUDIES,LA JOLLA,CA 92093

[2] VANDERBILT UNIV,NASHVILLE,TN 37240

[3] UNIV MICHIGAN,ANN ARBOR,MI 48109

来源：

REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 02期

关键词：

D O I：

10.1093/rfs/3.2.281

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：281 / 307

页数：27

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