Firm-level evidence on international stock market comovement
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- Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
- Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW).
- Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
- Robin Brooks & Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
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More about this item
Keywords
Diversification; risk; international financial markets; industrial structure;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2006-08-05 (Financial Markets)
- NEP-RMG-2006-08-05 (Risk Management)
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