Do bulls and bears move across borders?
Subtitle: international transmission of stock returns and volatility as the world turns
By: Wen-Ling Lin, Robert F. Engle, Takatoshi Ito.
Contributors: Engle, R. F.; Itō, Takatoshi, 1950-; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3911; Working paper series (National Bureau of Economic Research) -- working paper no. 3911.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 37
Subjects: Stocks -- Prices -- United States -- Econometric models.; Stocks -- Prices -- Japan -- Econometric models.
Notes: "November 1991."

Includes bibliographical references (p. 25-27).