Industry return lead-lag relationships between the US and other major countries

In this study, we analyze the lead-lag relationships between the US industry index and those of six other major countries from January 1973 to May 2021. We identify the leading role played by the US internationally by showing that the weekly returns of US industries, especially the US basic material...

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Detalles Bibliográficos
Autores principales: Monteiro, Ana, Silva, Nuno, Sebastião, Helder
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9842501/
https://www.ncbi.nlm.nih.gov/pubmed/36687785
http://dx.doi.org/10.1186/s40854-022-00439-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9842501/
https://www.ncbi.nlm.nih.gov/pubmed/36687785
http://dx.doi.org/10.1186/s40854-022-00439-1

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