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1.
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This paper investigates why financial market crises often increase the interdependence between assets associated with different countries. Two sources of increased co-mov[...]
2006 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
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The authors develop a new methodology to investigate how crises cause the relationship between financial variables to change. Two possible sources of increased co-movemen[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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