Good news, bad news and international spillovers of stock return volatility between Japan and the U.S

Kee-Hong Bae and G. Karolyi ()

Pacific-Basin Finance Journal, 1994, vol. 2, issue 4, 405-438

Date: 1994
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Journal Article: Good news, band news and international spilovers of stock return volatility between Japan and the U.S (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:pacfin:v:2:y:1994:i:4:p:405-438

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