haku: @author Hassler, J. / yhteensä: 4
viite: 3 / 4
Tekijä:Hassler, J.
Otsikko:Does increased international influence cause higher stock market volatility?
Lehti:Scandinavian Journal of Economics
1999 : VOL. 101:1, p. 1-9
Asiasana:STOCK MARKETS
VOLATILITY
Vapaa asiasana:INTERNATIONAL RETURN COMOVEMENTS
Kieli:eng
Tiivistelmä:International financial integration is likely to cause market interdependence, which may either reduce volatility or increase it by adding a new source of noise. Th findings in this study are that foreign influence on the stock market shows a lear, positive trend, while purely domestic factors have not become more volatile.
SCIMA tietueen numero: 199427
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