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 APA Style APA-ALL Style AAA 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). Is the industry-level lead-lag relation between US and Europe dependent on market states?. In Finance & Investments.http://hdl.handle.net/2105/21192

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