Publications

Results 1-2 of 2 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s)Journal
12009Spillovers and correlations between US and major European stock markets: The role of the euroSavva, Christos S. ; Osborn, Denise R. ; Gill, Len Applied Financial Economics 
22008Periodic dynamic conditional correlations between stock markets in Europe and the USOsborn, Denise R. ; Gill, Len ; Savva, Christos S. Journal of Financial Econometrics