Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001
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Cited by:
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- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Financial Cycles: What? How? When?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 303-343, National Bureau of Economic Research, Inc.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "Financial Cycles: What? How? When?," IMF Working Papers 2011/076, International Monetary Fund.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "Financial Cycles: What? How? When?," CEPR Discussion Papers 8379, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Diversification; Equity return correlations; Home bias;All these keywords.
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
- P16 - Political Economy and Comparative Economic Systems - - Capitalist Economies - - - Capitalist Institutions; Welfare State
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