Economic integration and the comovement of stock returns

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 103
Issue: 2
Pages: 65-67

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

We analyze how economic integration affects the cross-country comovements in stock returns, in developed and emerging markets. Bilateral trade intensity increases the correlation of returns, while real exchange rate volatility, the asymmetry of output growth and export dissimilarity decrease it.

Technical Details

RePEc Handle
repec:eee:ecolet:v:103:y:2009:i:2:p:65-67
Journal Field
General
Author Count
1
Added to Database
2026-01-29