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Stock Market Comovements and Industrial Structure

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  • PUSHAN DUTT
  • ILIAN MIHOV

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Suggested Citation

  • Pushan Dutt & Ilian Mihov, 2013. "Stock Market Comovements and Industrial Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 891-911, August.
    • Handle: RePEc:mcb:jmoncb:v:45:y:2013:i:5:p:891-911
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    Cited by:

    1. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
    2. Vidal-Llana, Xenxo & Uribe, Jorge M. & Guillén, Montserrat, 2023. "European stock market volatility connectedness: The role of country and sector membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    3. M. Raddant & T. Di Matteo, 2023. "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
    4. Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
    5. Wu, Gabriel Shui Tang & Wan, Wilson Tsz Shing, 2023. "What drives the cross-border spillover of climate transition risks? Evidence from global stock markets," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 432-447.
    6. Lee, Kuan-Hui & Yang, Cheol-Won, 2022. "The world price of tail risk," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    7. Lu, Qinye & Vivian, Andrew, 2020. "Domestically formed international diversification," Journal of International Money and Finance, Elsevier, vol. 103(C).

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