 | Firm-Level Evidenceon International Stock Market Comovement Author/Editor: Robin Brooks, Marco Del Negro. Release Date:March, 2003 We explore the link between international stock market comovement and the degree to which firms operate globally. Using stock returns and balance sheet data for companies in 20 countries, we estimate more...
| Price: $15.00
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| International Stock Returns and Market Integration Author/Editor: Marco Del Negro, Robin Brooks. Release Date:November, 2002 We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country more...
| Price: $5.00
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| The Rise in Comovement Across National Stock Markets : Market Integration or Global Bubble? Author/Editor: Robin Brooks, Marco Del Negro. Release Date:September, 2002 The degree of comovement across national stock markets has increased dramatically since the mid-1990s. This has overturned a stylized fact in the international portfolio diversification literature more...
| Price: $15.00
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