Transmission of volatility between stock markets
By: Mervyn King, Sushil Wadhwani.
Contributors: Wadhwani, Sushil.
Series: NBER working paper series -- working paper no. 2910; Working paper series (National Bureau of Economic Research) -- working paper no. 2910.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: Stock-exchange.; Stocks -- Prices -- Econometric models.; Communication -- International cooperation.; Rational expectations (Economic theory)
Notes: "March 1989."

Includes bibliographical references (p. 27)