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International equity market comovements: Economic fundamentals or contagion?

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  • Connolly, Robert A.
  • Wang, F. Albert

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  • Connolly, Robert A. & Wang, F. Albert, 2003. "International equity market comovements: Economic fundamentals or contagion?," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 23-43, January.
    • Handle: RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43
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    8. Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
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