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Using vector autoregression models to analyze the behavior of the European Community stock markets
Friedman, Joseph; Shachmurove, Yochanan - 1997
Persistent link: https://www.econbiz.de/10000996060
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Economic news and equity market linkages between the US and UK
Becker, Kent Gregory; Finnerty, Joseph E.; Friedman, Joseph - 1992
Persistent link: https://www.econbiz.de/10000875007
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CO-movements of major European Community stock markets : a vector autoregression analysis
Friedman, Joseph - In: Global finance journal 8 (1997) 2, pp. 257-277
Persistent link: https://www.econbiz.de/10001233007
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Economic news and equity market linkages between the US and UK
Becker, Kent Gregory - In: Journal of banking & finance 19 (1995) 7, pp. 1191-1210
Persistent link: https://www.econbiz.de/10001189245