Modelling spillover effects between the UK and the US stock markets over the period 1935

Modelling spillover effects between the UK and the US stock markets over the period 1935–2020

Published:2020-04-02 Issue:2 Volume:49 Page:132-148
ISSN:1029-3523
Container-title:Investment Analysts Journal
language:en
Short-container-title:Investment Analysts Journal

Author:

Aladesanmi Olalekan¹

Affiliation:

1. Department of Economics, Accounting, Finance and Economics Division, London South Bank University, 103 Borough Road, London, SE1 0AA, United Kingdom

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/10293523.2020.1773143

Reference30 articles.

1. Stock market integration between the UK and the US: Evidence over eight decades

2. Measuring International Economic Linkages with Stock Market Data

3. Volatility Spillover Effects in European Equity Markets

4. Macroeconomic Adjustment Under Bretton Woods and the Post-Bretton Woods Float: An Impulse-Response Analysis

5. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

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