Stock market integration between the UK and the US: Evidence over eight decades-Reference-Cited by-同舟云学术

Stock market integration between the UK and the US: Evidence over eight decades

Published:2019-08 Issue: Volume:41 Page:32-43
ISSN:1044-0283
Container-title:Global Finance Journal
language:en
Short-container-title:Global Finance Journal

Author:

Aladesanmi Olalekan,Casalin Fabrizio,Metcalf Hugh

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002

2. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Economic Letters,2013

3. Co-movements between US and UK stock prices: The role of time-varying conditional correlations;Aslanidis;International Journal of Finance and Economics,2010

4. Volatility spillover effects in European equity markets;Baele;Journal of Financial and Quantitative Analysis,2005

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