No contagion, only interdependence
Subtitle: measuring stock market co-movements
By: Kristin Forbes, Roberto Rigobon.
Contributors: Rigobón, Roberto.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 7267; Working paper series (National Bureau of Economic Research) -- working paper no. 7267.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Stocks -- Prices -- Econometric models.; Financial crises -- Econometric models.; Contagion (Social psychology) -- Economic aspects -- Econometric models.; International finance -- Econometric models.
Other titles: Measuring stock market co-movements; Stock market co-movements
Notes: "July 1999."

JEL no. F30, F40, G15.

Includes bibliographical references (p. 36-37)

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Electronic version available via the Internet at the NBER World Wide Web site.