Comovements in international stock markets: what can we learn from a common trend-common cycle analysis?
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Bibliographic InfoPaper provided by Maastricht University in its series Open Access publications from Maastricht University with number urn:nbn:nl:ui:27-5767.
Date of creation: 2000
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Publication status: Published in De economist (2000) v.148, p.395-406
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- Rita D'Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 567-582.
- Brooks, Robin & Del Negro, Marco, 2004.
"The rise in comovement across national stock markets: market integration or IT bubble?,"
Journal of Empirical Finance,
Elsevier, vol. 11(5), pages 659-680, December.
- Robin Brooks & Marco Del Negro, 2002. "The rise in comovement across national stock markets: market integration or IT bubble?," Working Paper 2002-17a, Federal Reserve Bank of Atlanta.
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