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- W2103252382 abstract "There has been considerable interest in whether stock market volatility is predictable and the extent to which cross-market relationships exist. This article examines the transmission of conditional stock price return volatility across the U.S., Canadian, and Mexican markets. Using daily data over the period 6/2/92-10/28/99 we provide empirical evidence on the extent to which cross-market relationships exist in the pre- and post-NAFTA periods." @default.
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- W2103252382 date "2001-10-01" @default.
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- W2103252382 title "TRANSMISSION OF CONDITIONAL STOCK RETURN VOLATILITY ACROSS NORTH AMERICAN MARKETS: Evidence from Pre- and Post-NAFTA" @default.
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- W2103252382 doi "https://doi.org/10.1080/08853900152646896" @default.
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