The Comovement of US and UK Stock Markets

European Financial Management

Volumn 10, Issue 4, 2004, Pages 593-607

  Engsted, Tom ^a   Tanggaard, Carsten ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Bias correction; Bootstrap simulation; C32; Comovement of stock returns; G12; VAR model; Variance decomposition

Indexed keywords

EID: 34547347648     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2004.00267.x     Document Type: Article

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