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Interdependence of international equity variances: Evidence from East Asian markets

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  • Chuang, I-Yuan
  • Lu, Jin-Ray
  • Tswei, Keshin

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  • Chuang, I-Yuan & Lu, Jin-Ray & Tswei, Keshin, 2007. "Interdependence of international equity variances: Evidence from East Asian markets," Emerging Markets Review, Elsevier, vol. 8(4), pages 311-327, December.
    • Handle: RePEc:eee:ememar:v:8:y:2007:i:4:p:311-327
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