Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns
收藏NBER1991-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3911
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资源简介：
This paper investigates empirically how returns and volatilities of stock indices are correlated between Tokyo and New York. Intradaily data are used, so that daytime and overnight returns are defined for both markets. Tokyo daytime hours overlap with New York overnight hours, while New York daytime
提供机构：
美国国家经济研究局
创建时间：
1991-11-01
