Does increased international influence cause higher stock market volatility?

Scandinavian Journal of Economics

Volumn 101, Issue 1, 1999, Pages 1-9

  Hassler, John ^a  

^a STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

International return comovements; Stock market volatility

Indexed keywords

EID: 0038853393     PISSN: 03470520     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9442.00137     Document Type: Article

References (14)

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10. Hassler, John (1996c), Fluctuating Risk in an Aggregated Ss Model, Discussion Paper 113, Federal Reserve Bank of Minneapolis.
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