On international stock market co-movements and macroeconomic risks

Applied Economics Letters

Volumn 20, Issue 10, 2013, Pages 978-982

  Chen, Peng ^a   Wu, Shu ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

dynamic factor model; macroeconomic risks; stock market co movement

Indexed keywords

BAYESIAN ANALYSIS; MACROECONOMICS; NUMERICAL MODEL; RISK FACTOR; STOCK MARKET;

EID: 84875169132     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2013.767973     Document Type: Article

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