This study examines the dynamic relationship between the major stock indices of the US, Japan, France and the UK by … considered stockarkets, Japan and France do not linear Granger cause the US, but just the UK does …

US, the UK, and Japan, on other countries through the trade linkage. The degree of stock market dependence increases and …

, utilizing Johansen's cointegration and variance decomposition analyses. Extending past research and adopting the perspective of …: (i) The Egyptian stock exchange appears to share no pairwise long-run cointegration relationships with its counterparts …