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Assessing the international comovement of equity returns (英语)

摘要

The international comovement of equity returns has been viewed as reflecting either pervasive common shocks or local linkages between countries. This paper brings these perspectives together by assessing the comovement of equity returns in a dynamic model...  更多显示

详细

  • Abate, Girum Dagnachew; Serven, Luis;
  • 2018/07/11 09:13:01
  • 政策研究工作报告;
  • WPS8516
  • 1
  • 1
  • 世界
  • 世界各地区
  • 2018/07/11 09:08:52
  • Disclosed
  • Assessing the international comovement of equity returns
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