No contagion, only interdependence: Measuring stock market comovements

Journal of Finance

Volumn 57, Issue 5, 2002, Pages 2223-2261

  Forbes, Kristin J ^a   Rigobon, Roberto ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003350474     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00494     Document Type: Article

References (21)

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