No contagion only interdependence : measuring stock market co-movements

No contagion only interdependence : measuring stock market co-movements

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Forbes, Kristin
Rannpháirtithe: Rigobon, Roberto
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 1999.
Sraith:NBER working paper series no.7267
Ábhair:
Stocks > Prices > Econometric models.
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects > Econometric models.
International finance > Econometric models.