No contagion only interdependence : measuring stock market co-movements

No contagion only interdependence : measuring stock market co-movements

Dades bibliogràfiques
Autor principal: Forbes, Kristin
Altres autors: Rigobon, Roberto
Format: Llibre
Idioma:English
Publicat: Cambridge National Bureau of Economic Research 1999.
Col·lecció:NBER working paper series no.7267
Matèries:
Stocks > Prices > Econometric models.
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects > Econometric models.
International finance > Econometric models.