Firm-level evidence on international stock market comovement
Year of publication: |
2005
|
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Authors: | Brooks, Robin ; Del Negro, Marco |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Internationaler Finanzmarkt | Kapitalertrag | Portfolio-Management | Portfolio-Investition | Internationaler Preiszusammenhang | Globalisierung | Welt | Diversification | risk | international financial markets | industrial structure |
Series: | Discussion Paper Series 1 ; 2005,11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 487739485 [GVK] hdl:10419/19519 [Handle] RePEc:zbw:bubdp1:3370 [RePEc] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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Firm-Level Evidence on International Stock Market Comovement
Brooks, Robin, (2005)
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Firm-Level Evidence on International Stock Market Comovement
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The changing role of emerging and frontier markets in global portfolio diversification
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The Rise in Comovement Across National Stock Markets : Market Integration or Global Bubble?
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A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
Del Negro, Marco, (2005)
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