International equity market comovements: Economic fundamentals or contagion?

Pacific Basin Finance Journal

Volumn 11, Issue 1, 2003, Pages 23-43

  Connolly, Robert A ^a   Wang, F Albert ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b RICE UNIVERSITY   (United States)

Author keywords

Contagion; Economic fundamental; Macroeconomic news; Market comovement; Return spillover

Indexed keywords

EID: 0037212429     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00060-4     Document Type: Article

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