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    The international transmission of stock returns and stock return volatility 

    Mauger, Chris (Lincoln University, 1997)
    This thesis examines the level and degree of interdependence between the United States and New Zealand. In particular, I examine the effects of the arrival of new information in the United States stockmarket, as measured ...
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    AuthorMauger, Chris (1)Keyword140207 Financial Economics (1)140210 International Economics and International Finance (1)150202 Financial Econometrics (1)150205 Investment and Risk Management (1)EGARCH (1)GARCH (1)impulse response functions (1)interdependence (1)
    international stock markets (1)
    maximum likelihood estimation (1)... View MoreDate Issued1997 (1)
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