Tilfani, Oussama; Ferreira, Paulo; Dionísio, Andreia … - In: Journal of risk and financial management : JRFM 13 (2020) 5/91, pp. 1-23
For this paper, we dynamically analysed the comovements between three major stock markets-Germany, the UK, and the US … debt crisis, and Brexit. The results suggest that Germany and other Eurozone countries generally share high levels of … comovements, although the Brexit decision reduced those connections. The subprime crisis also increases comovements among markets. …