Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1996.tb02713.x/fullpdf
Reference44 articles.
1. Ammer , J. J. Mei 1994 Measuring international economic linkages with stock market data Journal of Finance
2. Good news, bad news, and international spillovers of stock return volatility between Japan and the U.S;Bae;Pacific-Basin Finance Journal,1994
3. Time-varying world market integration;Bekaert;Journal of Finance,1995
4. Characterizing predictable components in excess returns on equity and foreign exchange markets;Bekaert;Journal of Finance,1992
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