No contagion only interdependence : measuring stock market co-movements

No contagion only interdependence : measuring stock market co-movements

Manylion Llyfryddiaeth
Prif Awdur: Forbes, Kristin
Awduron Eraill: Rigobon, Roberto
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1999.
Cyfres:NBER working paper series no.7267
Pynciau:
Stocks > Prices > Econometric models.
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects > Econometric models.
International finance > Econometric models.