Theoretical Economics Letters

Vol.5 No.4(2015), Paper ID 58997, 13 pages

DOI:10.4236/tel.2015.54067

 

Characterizing the Volatility Transmission across International Stock Markets

 

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

 

Department of Finance, IBS-Hyderabad, ICFAI Foundation for Higher Education (IFHE), Hyderabad, India
Department of Finance, T. A. Pai Management Institute, Manipal, India
Department of Finance, IBS-Hyderabad, ICFAI Foundation for Higher Education (IFHE), Hyderabad, India

 

Copyright © 2015 Amarnath Mitra, Vishwanathan Iyer, Anto Joseph et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Mitra, A. , Iyer, V. and Joseph, A. (2015) Characterizing the Volatility Transmission across International Stock Markets. Theoretical Economics Letters, 5, 571-583. doi: 10.4236/tel.2015.54067.

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