Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis
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DOI: 10.1080/13504851.2012.714064
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Other versions of this item:
- Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 499-503, March.
- Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis," Grenoble Ecole de Management (Post-Print) halshs-00875569, HAL.
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Cited by:
- Bahcivan, Hulusi & Karahan, Cenk C., 2022. "High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange," International Review of Financial Analysis, Elsevier, vol. 80(C).
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Keywords
US stock market news; Contagion; Dependency; TAR; Structural breaks;All these keywords.
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