Journal of Financial Markets Vol. 2 No. 2 1999
A new measure of the direction and timing of information flow between markets
- DOI
- 10.1016/s1386-4181(98)00010-x
- Volume
- 2
- Issue
- 2
- Pages
- 135-151
- Language
- en
- Sources
- crossref openalex
Journal of Financial Markets Vol. 2 No. 2 1999