Volatility and Comovement in a Globalized World Economy : An Empirical Exploration /
This paper analyzes the evolution of volatility and cross-country comovement in output, consumption, and investment fluctuations using two distinct datasets. The results suggest that there has been a significant decline in the volatility of business cycle fluctuations and a slight increase in the de...
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| Weitere Verfasser: | , |
| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2003.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2003/246 |
| Online Zugang: | Full text available on IMF |