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

Nicolas De Roos, Bill Russell

    Research output: Working paperDiscussion paper

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    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 languageEnglish
    PublisherUniversity of Dundee
    Publication statusPublished - 2000

    Publication series

    NameDundee Discussion Papers in Economics
    PublisherUniversity of Dundee
    No.109
    ISSN (Print)1473-236X

    Keywords

    • Business cycles
    • Stock markets
    • Cointegration

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