What explains comovement in stock market returns during the 2007 - 2008 crisis?
Year of publication: |
2012
|
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Authors: | Didier, Tatiana ; Love, Inessa ; Martínez Pería, María Soledad |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 2, p. 182-202
|
Subject: | Stock market comovement | cross-market linkages | financial crisis | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Korrelation | Correlation | Preiskonvergenz | Price convergence | 2007-2008 |
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