No contagion only interdependence : measuring stock market co-movements

Bibliographische Detailangaben
1. Verfasser:	Forbes, Kristin
Weitere Verfasser:	Rigobon, Roberto
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:	NBER working paper series no.7267
Schlagworte:	Stocks > Prices > Econometric models. Financial crises > Econometric models. Contagion (Social psychology) > Economic aspects > Econometric models. International finance > Econometric models.