Work

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

Year: 1995

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.2307/1392517

Author: G. Andrew Karolyi

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4248435245

FWCI: 6.657

Cites:

Cited by: 174

Related to: 10