A Decomposition of Global Linkages in Financial Markets Over Time
This paper tests if real and financial linkages between countries can explain why movements in the world's largest markets often have such large effects on other financial markets, and how these cross-market linkages have changed o...
Main Authors: | , |
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Format: | Working Paper |
Language: | en_US |
Published: |
2003
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Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/1837 |