Transmission of Volatility Between Stock Markets pdf download

03-27-2024 comment

This article investigates why, in October 1987,almost all stock markets fell together despite widely differing economic circumstances. We construct a model in which “contagion” between markets occurs as a result of attempts by rational agents to infer information from price changes in other markets. This provides a channel through which a “mistake” in one market can be transmitted to other markets. We offer supporting evidence for contagion effects using two different sources of data.

 

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The CES-D Scale pdf download

The CES-D scale is a short self-report scale designed to measure depressive sym ptomatology in the general population. The items of the scale are sym ptoms associated with depression which have been used in previously validated longer...
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