Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
Year of publication: |
2009
|
---|---|
Authors: | Kizys, Renatas ; Pierdzioch, Christian |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 19.2009, 2, p. 289-305
|
Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schock | Shock | Regressionsanalyse | Regression analysis | Industrieländer | Industrialized countries | 1975-2004 |
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