Is the industry-level lead-lag relation between US and Europe dependent on market states?

Additional Metadata
Keywords	Granger causality, Lead lag relationship, Market state, Industry level
Thesis Advisor	Jiang, H., Qiu, B.
Persistent URL	hdl.handle.net/2105/21192
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Stet, V.C. (2013, March 14). Is the industry-level lead-lag relation between US and Europe dependent on market states?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/21192

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