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

Year of publication:	2008
Authors:	Aslanidis, Nektarios ; Osborn, Denise R. ; Sensier, Marianne
Institutions:	School of Economics, University of Manchester

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Extent:	application/pdf
Series:	The School of Economics Discussion Paper Series.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005487978