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This paper examines the short-run dynamic relationships between stock market  and real activity, within a country, for the UK and the US. The Cross  Correlation Function testing procedure is applied to test for causality in  mean and in variance between the stock market and the real economic sector.  Besides variance causation, volatility spillover effects are examined through  the multivariate specification form of the Exponential GARCH model. There is  evidence of significant reciprocal volatility spillovers between the two  sectors within a country, implying stronger interdependencies in the UK  rather than in the US and asymmetric behavior only in the case of the UK

Asymmetric volatility spillovers between stock market and real activity: Evidence from the UK and the US