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Marco Del Negro:
2005
Title: A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
Series: Working Paper No. 05/52
Date: March 1, 2005
Subject: Globalization Industrial structure Industrialization International capital markets International financial markets
2003
Title: Firm-Level Evidenceon International Stock Market Comovement
Series: Working Paper No. 03/55
Date: March 1, 2003
Subject: Industrial structure International capital markets International financial markets
2002
Title: International Stock Returns and Market Integration : A Regional Perspective
Series: Working Paper No. 02/202
Date: November 1, 2002
Subject: Industrial structure International capital markets International financial markets
Title: The Rise in Comovement Across National Stock Markets : Market Integration or Global Bubble?
Series: Working Paper No. 02/147
Date: September 1, 2002
Subject: Industrial structure Industrialization International financial markets