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  • This paper investigates to what extent the substantial increase in exposures of local European equity market returns to global shocks is mainly due to a convergence in cash flows ("economic integration"), to a convergence in discount rates ("financial integration"), or to both. We find that this increased exposure is nearly entirely due to increasing discount-rate betas. This finding is robust to alternative ways of calculating discount-rate and cash-flow shocks. (xsd:string)
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?:dateModified
  • 2010 (xsd:gyear)
?:datePublished
  • 2010 (xsd:gyear)
?:doi
  • 10.1007/s10290-010-0060-z ()
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  • true (xsd:boolean)
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?:inLanguage
  • en (xsd:string)
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?:issueNumber
  • 3 (xsd:string)
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?:name
  • The determinants of increasing equity market comovement: economic or financial integration? (xsd:string)
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?:publicationType
  • Zeitschriftenartikel (xsd:string)
  • journal_article (en)
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  • GESIS-SSOAR (xsd:string)
  • In: Review of World Economics, 146, 2010, 3, 573-589 (xsd:string)
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?:urn
  • urn:nbn:de:0168-ssoar-251682 ()
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  • 146 (xsd:string)