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The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Marco Del Negro
Robin Brooks

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Abstract

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 02/147.

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Length: 23 pages
Date of creation: 17 Sep 2002
Date of revision:
Handle: RePEc:imf:imfwpa:02/147

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Related research
Keywords: Stock markets ; Exchange risk ; Industrialization ; Economic models ;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Kristin Forbes & Menzie Chinn, 2003. "A Decomposition Of Global Linkages In Financial Markets Over Time," Santa Cruz Department of Economics, Working Paper Series 1041, Department of Economics, UC Santa Cruz. [Downloadable!]
    Other versions:
  2. Robert-Paul Berben & W. Jos Jansen, 2005. "Bond Market and Stock Market Integration in Europe," DNB Working Papers 060, Netherlands Central Bank, Research Department. [Downloadable!]
  3. Paul Ehling & Sofia Brito Ramos, 2005. "Geographic versus industry diversification - constraints matter," Working Paper Series 425, European Central Bank. [Downloadable!]
    Other versions:
Statistics
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This page was last updated on 2009-12-17.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.