Are National Stock Markets Linked?

Gerald P. Jr. Dwyer · Rik W. Hafer

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

Gerald P. Dwyer, Jr. and R. W. Hafer investigate the connection among stock price behavior in the United States, Germany, Japan, and the United Kingdom. Much of the recent commentary about stock prices both before and after the October 1987 crash suggests that stock prices in different countries rose and fell as one.

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References

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