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Can Fundamentals Explain Cross-Country Correlations of Asset Returns?

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  • Fernando Restoy
  • Rosa Rodríguez

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  • Fernando Restoy & Rosa Rodríguez, 2006. "Can Fundamentals Explain Cross-Country Correlations of Asset Returns?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(3), pages 585-598, October.
    • Handle: RePEc:spr:weltar:v:142:y:2006:i:3:p:585-598
    DOI: 10.1007/s10290-006-0082-8
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    References listed on IDEAS

    as
    1. Fernando Restoy & Philippe Weil, 2011. "Approximate Equilibrium Asset Prices," Review of Finance, European Finance Association, vol. 15(1), pages 1-28.
    2. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2003. "Are correlations of stock returns justified by subsequent changes in national outputs?," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 777-811, November.
    3. John Y. Campbell, 2000. "Asset Pricing at the Millennium," Journal of Finance, American Finance Association, vol. 55(4), pages 1515-1567, August.
    4. French, Kenneth R & Poterba, James M, 1991. "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, vol. 81(2), pages 222-226, May.
    5. repec:hal:spmain:info:hdl:2441/8644 is not listed on IDEAS
    6. Ammer, John & Mei, Jianping, 1996. "Measuring International Economic Linkages with Stock Market Data," Journal of Finance, American Finance Association, vol. 51(5), pages 1743-1763, December.
    7. repec:hal:wpspec:info:hdl:2441/8644 is not listed on IDEAS
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    Cited by:

    1. repec:cte:wbrepe:wb063209 is not listed on IDEAS
    2. Juan Ignacio Peña & Rosa Rodríguez, 2007. "On the Economic Link Between Asset Prices and Real Activity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(5‐6), pages 889-916, June.

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