Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
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DOI: 10.1016/j.jfs.2016.03.003
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More about this item
Keywords
Stock market co-movement; Advanced and emerging markets; Crisis; Transmission mechanisms;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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