Explaining co-movements between stock markets: The case of US and Germany

Journal of International Money and Finance

Volumn 24, Issue 8, 2005, Pages 1299-1316

  Bonfiglioli, Alessandra ^a   Favero, Carlo A ^b,c  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b BOCCONI UNIVERSITY   (Italy)

^c CEPR   (United Kingdom)

Author keywords

Contagion; Interdependence; Stock market; Structural models

Indexed keywords

EID: 29544433206     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.08.016     Document Type: Article

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