Interdependence between the US and major European equity markets: Evidence from spectral analysis

Applied Financial Economics

Volumn 10, Issue 1, 2000, Pages 41-47

  Asimakopoulos, Ioannis ^a   Goddard, John ^a   Siriopoulos, Costas ^b  

^a BANGOR UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF MACEDONIA   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; INTERNATIONAL RELATIONS; MARKET CONDITIONS; PRICE DYNAMICS;

EUROPE; UNITED STATES;

EID: 0033935472     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031000331914     Document Type: Article

References (11)

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4. Engle, R. F. and Susmel, R. (1993) Common volatility in international equity markets, Journal of Business & Economic Statistics, 11, 167-76.
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