Price and volatility spillovers in Scandinavian stock markets

Journal of Banking and Finance

Volumn 21, Issue 6, 1997, Pages 811-823

  Booth, G Geoffrey ^a   Martikainen, Teppo ^b   Tse, Yiuman ^c  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF VAASA   (Finland)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

EGARCH; Scandinavia; Stock returns; Volatility

Indexed keywords

EID: 0031161635     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00006-X     Document Type: Article

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