Stock Market Comovements and Industrial Structure

Material TypeArticleLanguageEnglish
TitleStock Market Comovements and Industrial Structure Author(S)PUSHAN DUTT (Author)
Abstract  We use monthly stock indices for 58 countries to construct pairwise correlations of returns and explain these correlations with risk-adjusted differences in industrial structure across countries. ...Paginationp891-912
SubjectEconomicsDescriptorsEconomics
Journal TitleJournal of Money, Credit, and Banking  
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