No contagion only interdependence : measuring stock market co-movements

No contagion only interdependence : measuring stock market co-movements

Bibliographic Details
Main Author: Forbes, Kristin
Other Authors: Rigobon, Roberto
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7267
Subjects:
Stocks > Prices > Econometric models.
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects > Econometric models.
International finance > Econometric models.