Andrikopoulos, Andreas; Angelidis, Timotheos; Skintzi, … - In: International Review of Financial Analysis 35 (2014) C, pp. 118-127
Trading activity in G7 stock markets reflects not only the macroeconomic and financial impact of these G7 economies in international economic growth, but also their financial interdependence. While this nexus of major stock markets has been explored in terms of volatility and return spillovers,...