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