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

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

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2008
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) Downloads
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