Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002

Global Finance Journal

Volumn 15, Issue 1, 2004, Pages 81-102

  Dungey, Mardi ^a   Fry, Renée ^a   Martin, Vance L ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Contagion; Dot com; Equities; Interdependence; SVAR

Indexed keywords

EID: 2942687454     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2003.10.008     Document Type: Article

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