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Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia

✍ Scribed by Chris Brooks; Ólan T. Henry

Book ID: 117434718
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 218 KB
Volume: 17
Category: Article
ISSN: 0264-9993
DOI: 10.1016/s0264-9993(99)00035-8

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