No contagion only interdependence : measuring stock market co-movements

Bibliografiske detaljer
Hovedforfatter:	Forbes, Kristin
Andre forfattere:	Rigobon, Roberto
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1999.
Serier:	NBER working paper series no.7267
Fag:	Stocks > Prices > Econometric models. Financial crises > Econometric models. Contagion (Social psychology) > Economic aspects > Econometric models. International finance > Econometric models.