International equity markets interdependence: bigger shocks or contagion in the 21st century? |
| |
Authors: | Bua Giovanna Trecroci Carmine |
| |
Institution: | 1.Central Bank of Ireland, Dublin, Ireland ;2.Department of Economics and Management, University of Brescia, Via San Faustino 74/B, 25122, Brescia, Italy ; |
| |
Abstract: | Review of World Economics - We investigate the nature of shocks across international equity markets and evaluate the shifts in their comovements at business-cycle frequency. By using a parsimonious... |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|