Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market

Journal of International Financial Markets, Institutions and Money

Volumn 14, Issue 5, 2004, Pages 455-471

  Hess, Martin K ^a  

^a IMF and International Finance   (Switzerland)

Author keywords

Asymmetric stock market responses; International transmission of economic shocks; State dependent VECM

Indexed keywords

EID: 3342915552     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2003.12.005     Document Type: Article

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