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Applied Economics Letters Volume 20, 2013 - Issue 5
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Original Articles

Do the US trends drive the UK–French market linkages?: empirical evidence from a threshold intraday analysis

Fredj Jawadi University of Evry Val d'Essonne, Evry, France; Amiens School of Management, Amiens, FranceCorrespondence[email protected]
,
Waël Louhichi IGR/IAE Rennes–CREM Rennes–UMR-CNRS (6211), Rennes, France
&
Hachmi Ben Ameur Amiens School of Management, Amiens, France
Pages 499-503 | Published online: 28 Aug 2012

Citations (3)

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Read on this site (1)

Fredj Jawadi, Waël Louhichi & Abdoulkarim Idi Cheffou. (2015) Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter?. Applied Economics 47:34-35, pages 3633-3650.
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Articles from other publishers (2)

Hulusi Bahcivan & Cenk C. Karahan. (2022) High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. International Review of Financial Analysis 80, pages 102008.
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Hachmi Ben Ameur, Fredj Jawadi, Wael Louhichi & Abdoulkarim Idi Cheffou. (2017) MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA. Macroeconomic Dynamics 22:7, pages 1875-1903.
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