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Open Access research with a European policy impact...

The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by Strathclyde researchers, including by researchers from the European Policies Research Centre (EPRC).

EPRC is a leading institute in Europe for comparative research on public policy, with a particular focus on regional development policies. Spanning 30 European countries, EPRC research programmes have a strong emphasis on applied research and knowledge exchange, including the provision of policy advice to EU institutions and national and sub-national government authorities throughout Europe.

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Information transmission across stock and bond markets: International evidence

Hillier, D.J. and Cai, C. and Faff, R. and Lhaopadchan, S. (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.

Item type: Book Section
ID code: 28365
Keywords: stock markets, market volatility, information transmission, bond markets, speculation, trading volume, information arrival, Finance
Subjects: Social Sciences > Finance
Department: Strathclyde Business School > Accounting and Finance
Depositing user: Miss Donna McDougall
Date deposited: 22 Oct 2010 10:36
Last modified: 23 Jul 2017 00:14
Related URLs:
URI: https://strathprints.strath.ac.uk/id/eprint/28365
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