TRANSMISSION OF CONDITIONAL STOCK RETURN VOLATILITY ACROSS NORTH AMERICAN MARKETS: Evidence from Pre- and Post-NAFTA

By Ewing Bradley T.   Payne James E.   Sowell Clifford  

The International Trade Journal, Vol. 15, Iss. 4, 2001-10 ,pp. : 409-427

Routledge Ltd

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Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets

By Clare Andrew   Garrett Ian   Jones Greg  

Applied Financial Economics, Vol. 7, Iss. 5, 1997-10 ,pp. : 517-523

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Evidence of forward discount determinants and volatility behavior

By Aguirre Maria Sophia   Saidi Reza  

Journal of Economic Studies, Vol. 25, Iss. 6, 1998-06 ,pp. : 538-552

Emerald Group Publishing Ltd

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Stock return volatility and the internet phenomenon

By Liu Virginia   Tapon Francis   Sun Yiguo  

Applied Financial Economics Letters, Vol. 2, Iss. 2, 2006-03 ,pp. : 105-109

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On conditional volatility transmission among mutual fund portfolios

By Jones Samuel Kyle   Thompson Mark A.  

Applied Financial Economics Letters, Vol. 1, Iss. 6, 2005-11 ,pp. : 339-342

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