Abstract
Introduction The international stock market crash of October 1987 has received considerable attention in finance literature.1 Roll (1988), Goodhart (1988), King and Wadhwani (1990), Hamao et al. (1990), and Malliaris and Urrutia (1992) have studied the transmission of volatility between international stock markets during the crash. Arshanapalli and Doukas (1993), Lau and Mclnish (1993), and Lee and Kim (1993) have compared the comovements of national stock markets before and after the crash.
| Original language | English (US) |
|---|---|
| Title of host publication | The Global Structure of Financial Markets |
| Subtitle of host publication | An Overview |
| Publisher | Taylor and Francis |
| Pages | 110-121 |
| Number of pages | 12 |
| ISBN (Electronic) | 9781134779499 |
| ISBN (Print) | 0415135494, 9780415135498 |
| DOIs | |
| State | Published - Jan 1 2005 |
All Science Journal Classification (ASJC) codes
- General Economics, Econometrics and Finance
- General Business, Management and Accounting