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1.
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Existing studies using low-frequency data have found that macroeconomic shocks contribute little to international stock market covariation. However, these papers have not[...]
2008 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
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Existing studies using low-frequency data show that macroeconomic shocks contribute little to international stock market covariation. Those studies, however, do not accou[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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