Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

John Wei-Shan Hu, Mei-Yuan Chen, Robert C. W. Fok and Bwo-Nung Huang

Journal of International Financial Markets, Institutions and Money, 1997, vol. 7, issue 4, 351-367

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:7:y:1997:i:4:p:351-367

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