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Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market

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  • Hess, Martin K.

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  • Hess, Martin K., 2004. "Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 455-471, December.
    • Handle: RePEc:eee:intfin:v:14:y:2004:i:5:p:455-471
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    4. Kizys, Renatas & Pierdzioch, Christian, 2009. "Changes in the international comovement of stock returns and asymmetric macroeconomic shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 289-305, April.

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