Bhar, Ramaprasad; Hamori, Shigeyuki - In: Studies in Economics and Finance 25 (2008) 1, pp. 4-20
Purpose – To provide an alternative channel of investigation of comovement in four large European equity markets over a sample period of nearly 30 years. Design/methodology/approach – The paper adopts a two stage methodological approach. In the first instance, the interaction between the...