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
Version of Record 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 online: 12 NOV 2004
- Version of Record online: 12 NOV 2004
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!