Firm-level evidence on international stock market comovement
By: Robin Brooks and Marco Del Negro.
Contributors: Del Negro, Marco.; International Monetary Fund. Research Dept.
Series: IMF working paper -- WP/03/55
Publisher: International Monetary Fund, Research Department
Published: 2003
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 30
Subjects: Stocks -- Econometric models.; Rate of return -- Econometric models.; Risk -- Econometric models.; International finance -- Econometric models.; International business enterprises.
Genres: Econometric models.
Notes: Cover title.

"March 2003"--P. [1].

Includes bibliographical references (p. 28-30)

Also available on the World Wide Web.