Savva, Christos S.; Osborn, Denise R.; Gill, Len - In: Applied financial economics 19 (2009) 19/21, pp. 1595-1604
This article investigates the impact of the introduction of the euro on the interactions across the New York, London, Frankfurt and Paris stock markets. After controlling for possible returns and volatility spillovers, we focus on the correlations of shocks using the framework of Dynamic...
