Xu, Haifeng; Hamori, Shigeyuki - In: Economics Bulletin 30 (2010) 4, pp. 2656-2667
In this paper, we use the cross-correlation function developed by Cheung and Ng (1996) to investigate the dynamic … linkages among G7 countries in the mean and volatility of stock prices from June 2, 2003, through July 31, 2010. In particular …