A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

Applied Financial Economics

Volumn 7, Issue 1, 1997, Pages 59-74

  Masih, Abul M M ^a   Masih, Rumi ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

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Indexed keywords

EID: 0001918747     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333853     Document Type: Article

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