2002
No Contagion, Only Interdependence: Measuring Stock Market Comovements
Kristin J. Forbes, Roberto Rigobón
The Journal of FinanceTop-listed
4.7k
cites
Faculty
Roberto Rigobón is a Economics scholar at Massachusetts Institute of Technology. Research spans Market Dynamics and Volatility, Monetary Policy and Economic Impact. 232 works, 23k citations (h-index 56).
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Affiliation on publications · Massachusetts Institute of Technology
Kristin J. Forbes, Roberto Rigobón
The Journal of FinanceTop-listed
Florian Berg, Julian F Kölbel, Roberto Rigobón
European Finance Review OATop-listed
Kristin J. Forbes, Roberto Rigobón
National Bureau of Economic Research OA