Allen, David E.; McAleer, Michael - In: Risks 9 (2021) 11, pp. 1-20
The paper features an examination of the link between the behaviour of the FTSE 100 and S&P500 Indexes in both an …. The data comprise a daily FTSE adjusted price series, commencing in April 2009 and terminating in March 2021, and a … significant effects on the behaviour of the levels of the daily FTSE 100 Index. They also suggest that negative movements have …