International Stock Comovements with Endogenous Clusters

Coroneo, Laura orcid.org/0000-0001-5740-9315, Jackson, Laura and Owyang, Michael (2020) International Stock Comovements with Endogenous Clusters. Journal of Economic Dynamics and Control. 103904. ISSN 0165-1889

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Authors/Creators:
Copyright, Publisher and Additional Information: ©2020 The Author(s).
Dates:
  • Accepted: 25 March 2020
  • Published (online): 9 April 2020
  • Published: 1 July 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Funding Information:
FunderGrant number
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)ES/K001345/1
Depositing User: Pure (York)
Date Deposited: 26 Mar 2020 12:20
Last Modified: 06 Dec 2023 13:36
Published Version: https://doi.org/10.1016/j.jedc.2020.103904
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jedc.2020.103904

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Description: International Stock Comovements with Endogenous Clusters

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