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Asymmetric volatility transmission in international stock markets

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  • Koutmos, Gregory
  • Booth, G Geoffrey

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  • Koutmos, Gregory & Booth, G Geoffrey, 1995. "Asymmetric volatility transmission in international stock markets," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 747-762, December.
    • Handle: RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762
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