Mathur, Ike; Subrahmanyam, Vijaya - In: Scandinavian Journal of Economics 92 (1990) 4, pp. 587-97
Using the concept of Granger causality, interdependencies among the stock market indices for four Nordic countries and the United States are examined. The vector autoregressive model results indicate that the U.S. market affected only the Danish, but not the Norwegian, Finnish, or Swedish...