A Decomposition of Global Linkages in Financial Markets Over Time
收藏NBER2003-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9555
下载链接
链接失效反馈官方服务：
资源简介：
This paper tests if real and financial linkages between countries can explain why movements in the world's largest markets often have such large effects on other financial markets, and how these cross-market linkages have changed over time. It estimates a factor model in which a country's market
提供机构：
美国国家经济研究局
创建时间：
2003-03-01
