We would like to thank Jesper Rangvid, seminar participants at Stockholm School of Economics and University of Basel, and participants at the Arne Ryde Workshop in Empirical Finance in Lund, the Centre for Analytical Finance Annual Meeting at Sandbjerg Manor, the Second T.N. Thiele Symposium on Financial Econometrics in Copenhagen, and the 31st Meeting of the European Working Group on Financial Modelling at Cyprus, for useful comments to earlier versions of this paper. We also thank Dirk Nitzsche for supplying part of the UK data used in the paper. Of course the usual disclaimer applies.
The Comovement of US and UK Stock Markets
Article first published online: 12 NOV 2004
European Financial Management
Volume 10, Issue 4, pages 593–607, December 2004
How to Cite
Engsted, T. and Tanggaard, C. (2004), The Comovement of US and UK Stock Markets. European Financial Management, 10: 593–607. doi: 10.1111/j.1354-7798.2004.00267.x
- Issue published online: 12 NOV 2004
- Article first published online: 12 NOV 2004
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