An empirical note on the influence of the US stock market on Australian economic activity

Nicolas De Roos; Bill Russell

doi:10.1111/1467-8454.00092

An empirical note on the influence of the US stock market on Australian economic activity

Research output: Contribution to journal › Article › peer-review

Abstract

This paper empirically examines the impact of the US stock market on Australian economic activity as one explanation of the strong correlation in the Australian and US business cycles. It is found that both the US and Australian share markets appear to have a significant impact on Australian activity.

Original language	English
Pages (from-to)	291-300
Journal	Australian Economic Papers
Volume	39
Issue number	3
DOIs	https://doi.org/10.1111/1467-8454.00092
Publication status	Published - Sept 2000

Keywords

Business cycles
Stock markets
Cointegration

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10.1111/1467-8454.00092

1 Discussion paper

Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity
De Roos, N. & Russell, B., 2000, University of Dundee, (Dundee Discussion Papers in Economics; no. 109).
Research output: Working paper/Preprint › Discussion paper

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author = "{De Roos}, Nicolas and Bill Russell",

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KW - Stock markets

KW - Cointegration

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JO - Australian Economic Papers

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An empirical note on the influence of the US stock market on Australian economic activity

Abstract

Keywords

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Research output

Dundee Discussion Papers in Economics 109: An empirical note on the influence of the US stock market on Australian economic activity

Cite this