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Assessing the international comovement of equity returns (English)

Abstract

The international comovement of equity returns has been viewed as reflecting either pervasive common shocks or local linkages between countries. This paper brings these perspectives together by assessing the comovement of equity returns in a dynamic model... See More +

Details

  • Abate, Girum Dagnachew; Serven, Luis;
  • 2018/07/11 09:13:01
  • Policy Research Working Paper
  • WPS8516
  • 1
  • 1
  • World
  • The World Region
  • 2018/07/11 09:08:52
  • Disclosed
  • Assessing the international comovement of equity returns
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