Determinants of stock market correlations : accounting for model uncertainty and reverse causality in a large panel setting
We examine 22 determinants of stock market correlations in a panel setting with 651 country pairs of developed economies over the 2001-2018 period, while accounting for model uncertainty and reverse causality. On the one hand, we find, that a number of determinants, well established in the literatur...
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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/25576 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25576 |