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Market Integration and Contagion

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NBER2003-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9510
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Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals; however, there is considerable disagreement regarding the definitions of the fundamentals, how the fundamentals might differ across countries, and the mechanisms that link the
创建时间:
2003-02-01
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