The Determination of Stock Market Volatility and Its International Transmission

Colm Kearney

Working Papers from Western Sydney - School of Business And Technology

Abstract: This paper provides new low frequency evidence on two important related issues in global finance, first, waht are the main determinants of variations in the volatility of important international stock markets, and second to what extent are variations in the volatility of these markets transmitted internationally?

Keywords: STOCK MARKET; CAPITAL MARKET (search for similar items in EconPapers)
JEL-codes: G13 G18 (search for similar items in EconPapers)
Pages: 36 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:fth:wesybu:e9504

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