No Contagion, Only Interdependence: Measuring Stock Market Co-movements
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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
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美国国家经济研究局创建时间：
1999-07-01
