Price and Volatility Spillovers in Scandinavian Stock Markets

Yiuman Tse; G. Geoffrey Booth; Teppo Martikainen

doi:10.1016/S0378-4266(97)00006-X

Price and Volatility Spillovers in Scandinavian Stock Markets

Yiuman Tse, G. Geoffrey Booth, Teppo Martikainen

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Banking & Finance
Volume	21
DOIs	https://doi.org/10.1016/S0378-4266(97)00006-X
State	Published - 1997

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Business

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title = "Price and Volatility Spillovers in Scandinavian Stock Markets",

author = "Yiuman Tse and Booth, \{G. Geoffrey\} and Teppo Martikainen",

note = "New evidence is provided on price and volatility spillovers among the Danish, Norwegian, Swedish, and Finnish stock markets. The impact of good news (...",

year = "1997",

doi = "10.1016/S0378-4266(97)00006-X",

language = "American English",

volume = "21",

journal = "Journal of Banking \& Finance",

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TY - JOUR

T1 - Price and Volatility Spillovers in Scandinavian Stock Markets

AU - Tse, Yiuman

AU - Booth, G. Geoffrey

AU - Martikainen, Teppo

N1 - New evidence is provided on price and volatility spillovers among the Danish, Norwegian, Swedish, and Finnish stock markets. The impact of good news (...

PY - 1997

Y1 - 1997

UR - https://www.sciencedirect.com/science/article/pii/S037842669700006X

U2 - 10.1016/S0378-4266(97)00006-X

DO - 10.1016/S0378-4266(97)00006-X

M3 - Article

VL - 21

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

ER -

Price and Volatility Spillovers in Scandinavian Stock Markets

Disciplines

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