Transmission of Volatility between Stock Markets

Abstract

Journal Article Transmission of Volatility between Stock Markets Get access Mervyn A. King, Mervyn A. King London School of Economics, Houghton Street, London, WC2A 2AE, UK Search for other works by this author on: Oxford Academic Google Scholar Sushil Wadhwani Sushil Wadhwani London School of Economics, Houghton Street, London, WC2A 2AE, UK Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 3, Issue 1, January 1990, Pages 5–33, https://doi.org/10.1093/rfs/3.1.5 Published: 30 April 2015