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International equity market comovements: Economic fundamentals or contagion?

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Author Info
Connolly, Robert A.
Wang, F. Albert
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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 11 (2003)
Issue (Month): 1 (January)
Pages: 23-43
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Handle: RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43

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Web page: http://www.elsevier.com/locate/pacfin

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  1. Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March. [Downloadable!]
  2. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Sarantis Tsiaplias, 2007. "The Macroeconomic Content of Equity Market Factors," Melbourne Institute Working Paper Series wp2007n23, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  4. Michael Ehrmann & Marcel Fratzscher, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank. [Downloadable!]
    Other versions:
  5. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  6. Bea Canto & Roman Kräussl, 2006. "Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets," CFS Working Paper Series 2006/25, Center for Financial Studies. [Downloadable!]
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