Work

Spillovers of stock return volatility to Asian equity markets from Japan and the US

Year: 2003

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/s1042-4431(03)00015-5

Author: Tatsuyoshi Miyakoshi

Institution: University of Tsukuba

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2117330494

FWCI: 7.706

Cites: 15

Cited by: 195

Related to: 10