Work

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks

Year: 2008

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2008.01.002

Authors: Renatas Kizys, Christian Pierdzioch

Institutions: Tecnológico de Monterrey, Saarland University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Universität des Saarlandes

OpenAlex ID: W2054519963

FWCI: 8.155

Cites: 44

Cited by: 87

Related to: 10