International stock markets comovements: the role of economic and financial integration

Empirical Economics, 2008, vol. 35, issue 2, 333-359

Keywords: International stock markets; Financial integration; Economic integration; Factor vector autoregressive models; G-7; G1; G15; C32 (search for similar items in EconPapers)
Date: 2008
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Working Paper: International Stock Markets Comovements: the Role of Economic and Financial Integration (2006)
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DOI: 10.1007/s00181-007-0161-2

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