Co-movements between US and UK stock prices : the role of time-varying conditional correlations

Nektarios Aslanidis, Denise R. Osborn and Marianne Sensier

Year of publication:	2010
Authors:	Aslanidis, Nektarios ; Osborn, Denise R. ; Sensier, Marianne
Published in:	International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 4, p. 366-380
Subject:	International stock returns \| DCC-GARCH model \| smooth transition conditional correlation GARCH model \| economic performance \| Börsenkurs \| Share price \| ARCH-Modell \| ARCH model \| USA \| United States \| Kapitaleinkommen \| Capital income \| Korrelation \| Correlation \| Großbritannien \| United Kingdom \| Volatilität \| Volatility \| Japan

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