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International Stock Return Comovements

✍ Scribed by GEERT BEKAERT; ROBERT J. HODRICK; XIAOYAN ZHANG

Book ID
109176634
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
265 KB
Volume
64
Category
Article
ISSN
0022-1082

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What explains comovement in stock market
What explains comovement in stock market returns during the 2007–2008 crisis?
✍ Tatiana Didier; Inessa Love; MarΓ­a Soledad MartΓ­nez PerΓ­a πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 999 KB

## ABSTRACT This paper examines the determinants of comovement in stock market returns during the 2007–2008 crisis. Given that the United States (US) was the crisis epicenter, we analyse the factors driving the comovement between US stock market returns and stock market returns in 83 countries. The