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What explains stock markets' vulnerability to the 2007-2008 crisis ? (English)

Abstract

This paper examines the determinants of stock markets' vulnerability to the 2007-2008 crisis. Given that the United States (US) was the crisis epicenter, the authors analyze the factors driving the co-movement between US returns and stock returns in 83... See More +

Details

  • Didier, Tatiana; Love, Inessa; Peria, Maria Soledad Martinez;
  • 2010/03/01
  • Policy Research Working Paper
  • WPS5224
  • 1 of 1
  • World
  • The World Region
  • What explains stock markets' vulnerability to the 2007-2008 crisis ?
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