Economic News and International Stock Market Co-movement*

DOI10.1093/rof/rfn020zbMath1201.91222OpenAlexW3125466232MaRDI QIDQ5190554

Rui Albuquerque, Clara Vega

Publication date: 18 March 2010

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfn020

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Central bank communication and financial market comovements in the euro area

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