𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Australian Securities Markets and Their Regulation

✍ Scribed by Geoffrey Sawer

Book ID
115286174
Publisher
John Wiley and Sons
Year
1975
Tongue
English
Weight
571 KB
Volume
51
Category
Article
ISSN
0013-0249

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## Abstract Unlike the U.S. and Japanese securities markets, we find new evidence of volatility spillover between index stocks and non‐index stocks following the introductions of index derivatives trading in the Korean securities markets. We further find that the degree of volatility spillover is c