Regime Shifts and Volatility Spillovers on International Stock Markets

John Hassler ()

Working Papers from Stockholm - International Economic Studies

Keywords: STOCK MARKET; EXTERNALITIES; INTERNATIONAL FINANCE; FINANCIAL MARKET; SWEDEN (search for similar items in EconPapers)
JEL-codes: G10 G12 G15 (search for similar items in EconPapers)
Date: 1995

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Working Paper: Regime Shifts and Volatility Spillovers on International Stock Markets (1997)
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