Information transmission across stock and bond markets: International evidence

Hillier, D.J. and Cai, C. and Faff, R. and Lhaopadchan, S.; Gregoriou, Greg N., ed. (2009) Information transmission across stock and bond markets: International evidence. In: Stock Market Volatility. Chapman & Hall/CRC Finance Series . CRC Press. ISBN 9781420099546

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Abstract

This chapter discusses information transmission across stock and bond markets. It is part of a collection which approaches the material from the practitioner's viewpoint and familiarizes readers with how volatility is linked to speculation, trading volume, and information arrival.

ORCID iDs

Hillier, D.J. ORCID logoORCID: https://orcid.org/0000-0002-1591-4038, Cai, C., Faff, R. and Lhaopadchan, S.; Gregoriou, Greg N.