No Contagion, Only Interdependence: Measuring Stock Market Co-movements
收藏NBER1999-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7267
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资源简介：
This paper examines stock market co-movements. It begins with a discussion of several conceptual issues involved in measuring these movements and how to test for contagion. Standard tests examine if cross-market correlation in stock market returns increase during a period of crisis. The measure of
提供机构：
美国国家经济研究局
创建时间：
1999-07-01
