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