Assessing the International Comovement of Equity Returns

Assessing the International Comovement of Equity Returns

The international comovement of equity returns has been viewed as reflecting either pervasive common shocks or local linkages between countries. This paper brings these perspectives together by assessing the comovement of equity returns in a dynami...

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Bibliographic Details
Main Authors: Abate, Girum Dagnachew, Serven, Luis
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2018
Subjects:
EQUITY RETURN
SPATIAL ANALYSIS
INTEREST RATE
EXCHANGE RATES
STOCK MARKET CAPITALIZATION
FOREIGN DIRECT INVESTMENT
MOVEMENT OF CAPITAL
STOCK MARKET INDEX
CAPITAL MARKETS
TRADE POLICY
ECONOMIC SHOCKS
EMPIRICAL MODEL
Online Access:http://documents.worldbank.org/curated/en/443411531314807821/Assessing-the-international-comovement-of-equity-returns
http://hdl.handle.net/10986/29989

Internet

http://documents.worldbank.org/curated/en/443411531314807821/Assessing-the-international-comovement-of-equity-returns
http://hdl.handle.net/10986/29989

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