De Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola - In: Econometric analysis of financial and economic time series, (pp. 33-57). 2006
Empirical research on European stock markets has shown that they behave differently according to the performance of the leading financial market identified as the US market. A positive sign is viewed as good news in the international financial markets, a negative sign means, conversely, bad...
