International Financial Connection and Stock Return Comovement /
This paper studies whether bilateral international financial connection data help predict bilateral stock return comovement. It is shown that, when the United States is chosen as the benchmark, a larger U.S. portfolio investment asset position on the destination economy predicts a stronger stock ret...
| Autor principal: | |
|---|---|
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2019.
|
| Colección: | IMF Working Papers; Working Paper ;
No. 2019/181 |
| Acceso en línea: | Full text available on IMF |