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Explaining co-movements between stock markets: The case of US and Germany

Article ID Journal Published Year Pages File Type
10477784 Journal of International Money and Finance 2005 18 Pages PDF
Abstract
Our answers are, respectively, no to the first question and yes to the second one.
Keywords
G15F30F40Stock marketContagionStructural modelsInterdependence
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Explaining co-movements between stock markets: The case of US and Germany
Authors
Alessandra Bonfiglioli, Carlo A. Favero,
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Journal of International Money and Finance
Journal: Journal of International Money and Finance
Related Categories
G15
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