Do bulls and bears move across borders? International transmission of stock returns and volatility as the world turns - Lin, Wen-Ling; Engle, Robert F. 1942-; Itō, Takatoshi 1950- (National Bureau of Economic Research, 1991)
Keywords: Ökonometrisches Modell; Stocks -- Prices -- Japan -- Econometric models; Stocks -- Prices -- United States -- Econometric models; USA