Price volatility and volume spillovers between the Tokyo and New York stock markets
By: Takatoshi Ito, Wen-Ling Lin.
Contributors: Lin, Wen-Ling.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4592; Working paper series (National Bureau of Economic Research) -- working paper no. 4592.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, MA
Language: eng
Number of pages: 30
Subjects: Stock exchanges -- United States -- Econometric models; Stock exchanges -- Japan -- Econometric models; Rate of return -- United States -- Econometric models; Rate of return -- Japan -- Econometric models
Notes: "December 1993."

Includes bibliographical references (p. 22-24).

Binghamton University Libaries' copy bound with: Estimation of the depreciation rate of physical and R&D capital in the U.S. total manufacturing sector / M. Ishaq Nadiri, Ingmar R. Prucha.