Measuring International Economic Linkages with Stock Market Data.

A-Tier
Journal: Journal of Finance
Year: 1996
Volume: 51
Issue: 5
Pages: 1743-63

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article develops a new framework for measuring financial and real economic linkages between countries. Using U.S. and U.K. data from 1957 to 1989, the authors find closer financial linkages after the Bretton Woods currency arrangement was abandoned and Britain suspended exchange controls. In a pairwise application to fifteen countries over a shorter period, they also find that news about future dividend growth is more highly correlated between countries than contemporaneous output measures. This suggests that there are lags in the international transmission of economic shocks and that contemporaneous output correlation may understate the magnitude of integration. Copyright 1996 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:51:y:1996:i:5:p:1743-63
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26