Volatility and links between national stock markets
By: Mervyn King, Enrique Sentana, Sushil Wadhwani.
Contributors: Wadhwani, Sushil B.; Sentana, Enrique.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 3357; Working paper series (National Bureau of Economic Research) -- working paper no. 3357.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 34
Subjects: Rate of return -- Econometric models.; Stock-exchange -- Econometric models.; Multivariate analysis.
Notes: "May 1990."

Includes bibliographical references (p. 30-32).

Binghamton University Libraries' copy bound with: Market power, economic profitability and productivity growth measurement : an integrated structural approach.