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International equity markets interdependence: bigger shocks or contagion in the 21st century? |
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| 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... |
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