Work

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility

Year: 1994

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/7.3.507

Authors: Wen-Ling Lin, Robert F. Engle, Takatoshi Ito

Institutions: University of Wisconsin–Madison, University of California San Diego, National Bureau of Economic Research, Harvard University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2028738662

FWCI: 14.46

Cites: 40

Cited by: 843

Related to: 10