Brooks, Robin; Negro, Marco Del - Federal Reserve Bank of Atlanta - 2002
business cycle, causing national stock markets to move
together more. Third, it is possible that the rise in comovement since … firms in our sample are into the global economy, using the percentage of total sales that
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Business Week, in its September …., Harvey, C., and R. Lumsdaine, 2002. Dating the Integration of World
Equity Markets. Journal of Financial Economics 65:2, 2002 …