Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations

Nektarios Aslanidis, Denise Osborn () and Marianne Sensier ()

The School of Economics Discussion Paper Series from Economics, The University of Manchester

New Economics Papers: this item is included in nep-cba and nep-mac
Date: 2008
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Working Paper: Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations (2008)
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Persistent link: http://EconPapers.repec.org/RePEc:man:sespap:0805

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