NO CONTAGION, ONLY INTERDEPENDENCE: MEASURING STOCK MARKET CO-MOVEMENTS

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FORBES K.; RIGOBON R.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:2002 | Volume:57 | Issue:- Page(s): 2223-2261

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Information Journal Paper

Title

NO CONTAGION, ONLY INTERDEPENDENCE: MEASURING STOCK MARKET CO-MOVEMENTS

Author(s)

FORBES K. | RIGOBON R. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

CONTAGION EFFECTS OF GLOBAL FINANCIAL CRISIS ON TEHRAN STOCK EXCHANGE

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APA: Copy

FORBES, K., & RIGOBON, R.. (2002). NO CONTAGION, ONLY INTERDEPENDENCE: MEASURING STOCK MARKET CO-MOVEMENTS. JOURNAL OF FINANCE, 57(-), 2223-2261. SID. https://sid.ir/paper/617040/en

Vancouver: Copy

FORBES K., RIGOBON R.. NO CONTAGION, ONLY INTERDEPENDENCE: MEASURING STOCK MARKET CO-MOVEMENTS. JOURNAL OF FINANCE[Internet]. 2002;57(-):2223-2261. Available from: https://sid.ir/paper/617040/en

IEEE: Copy

K. FORBES, and R. RIGOBON, “NO CONTAGION, ONLY INTERDEPENDENCE: MEASURING STOCK MARKET CO-MOVEMENTS,” JOURNAL OF FINANCE, vol. 57, no. -, pp. 2223–2261, 2002, [Online]. Available: https://sid.ir/paper/617040/en

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