Transmission of conditional stock return volatility across north american markets: Evidence from pre- and post-NAFTA

International Trade Journal

Volumn 15, Issue 4, 2001, Pages 409-427

  Ewing, Bradley T ^a   Payne, James E ^b   Sowell, Clifford ^c  

^a TEXAS TECH UNIVERSITY   (United States)

^b EASTERN KENTUCKY UNIVERSITY   (United States)

^c BEREA COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24144442220     PISSN: 08853908     EISSN: 15210545     Source Type: Journal    
DOI: 10.1080/08853900152646896     Document Type: Article

References (25)

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22. A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada