International Stock Price Movements: Links and Messages

George M. von Furstenberg · Bang Nam Jeon · N. Gregory Mankiw · Robert J. Shiller

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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George M. von Furstenberg, Bang Nam Jeon, N. Gregory Mankiw, Robert J. Shiller, International Stock Price Movements: Links and Messages, Brookings Papers on Economic Activity, Vol. 1989, No. 1 (1989), pp. 125-179

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References

1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1986Economic Forces and the Stock Market 1988Agency Costs, Net Worth, And Business Fluctuations 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1989Transmission of Volatility Between Stock Markets 1988What Moves Stock Prices?1989Stock Volatility and the Crash of '87 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period

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