Key points are not available for this paper at this time.
Journal Article Transmission of Volatility between Stock Markets Get access Mervyn A. King, Mervyn A. King London School of Economics, Houghton Street, London, WC2A 2AE, UK Search for other works by this author on: Oxford Academic Google Scholar Sushil Wadhwani Sushil Wadhwani London School of Economics, Houghton Street, London, WC2A 2AE, UK Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 3, Issue 1, January 1990, Pages 5–33, https://doi.org/10.1093/rfs/3.1.5 Published: 30 April 2015
King et al. (1990) studied this question.