High-frequency contagion between the exchange rates and stock prices
By: Yuko Hashimoto, Takatoshi Ito.
Contributors: Itō, Takatoshi, 1950- coauthor.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10448.; Working paper series (National Bureau of Economic Research) -- working paper no. 10448.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37
Subjects: Contagion (Social psychology) -- Economic aspects; Stocks -- Prices; Foreign exchange rates
Notes: "April 2004."

Includes bibliographical references (p. 24-25).

Also available in PDF from the NBER world wide web site (www.nber.org).