We use intraday stock index return data from both sides of the Atlantic during overlapping trading hours to analyze the dynamic interactions between European and US stock markets. We are particularly interested in differences of information transmission before, during, and after the financial...

This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger (J Forecast 17:81–107, <CitationRef CitationID="CR10">1998</CitationRef>) and extend their study. We use a longer sample period from 1970 to 2011 and study the role of bubbles and financial crises for the relationship...</citationref>