Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied Economics Letters 20 (2013) 5, pp. 499-503
This article investigates the impact of US stock market openings on linkages between the UK and French markets. Using intraday data over the period December 2004 to March 2009, we find significant time-varying dependence between the UK and French stock returns, which alter according to the state...
