Volatility transmission and changes in stock market interdependence in the European Community.

A. Liao, J.M. Williams

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

Original language	English
Pages (from-to)	203-231
Journal	European Review of Economics and Finance
Volume	3
Issue number	3
Publication status	Published - 1 Jul 2004

Cite this

@article{cd7f92fd31144f82bf285c3e2bc54a1c,

title = "Volatility transmission and changes in stock market interdependence in the European Community.",

author = "A. Liao and J.M. Williams",

year = "2004",

month = jul,

day = "1",

language = "English",

volume = "3",

pages = "203--231",

journal = "European Review of Economics and Finance",

number = "3",

}