Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations
Denise Osborn () and
Marianne Sensier ()
Economics Discussion Paper Series from Economics, The University of Manchester
New Economics Papers: this item is included in nep-cba and nep-mac
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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: https://EconPapers.repec.org/RePEc:man:sespap:0805
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