GABRIEL, Victor Manuel de Sousa; MANSO, José Ramos Pires - In: Revista Galega de Economía 23 (2014) 4, pp. 133-148
This paper investigates interdependencies and linkages between international stock markets in the short-run. Thus, twelve European and non-European markets were selected, and the period from 4. October 1999 to 30 June 2011 was chosen, which includes the Dot-Com crisis and the recent Global...