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Macroeconomic and Financial Determinants of Comovement across Global Real Estate Security Markets
16 references·1 citing·46 second hop
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References

  • 2002Dynamic Conditional Correlation7,229 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,685 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,572 cited
  • 1998The Endogenity of the Optimum Currency Area Criteria2,546 cited
  • 1995Time-Varying World Market Integration2,307 cited
  • 2005Does financial liberalization spur growth?2,179 cited
  • 2008A New Measure of Financial Openness2,094 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,988 cited
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  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 2005Market Integration and Contagion1,095 cited
  • 1989

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Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
1,047 cited

Cited by

  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds460 cited