Definition of Comovements. Meaning of Comovements. Synonyms of Comovements

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Definition of Comovements

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Meaning of Comovements from wikipedia

- tail dependence of a pair of random variables is a measure of their comovements in the tails of the distributions. The concept is used in extreme value...
- S2CID 22655306. Arnott, Robert D. (1980-11-01). "Cluster Analysis and Stock Price Comovement". Financial Analysts Journal. 36 (6): 56–62. doi:10.2469/faj.v36.n6.56...
- Lee, Charles M.c. (2006-10-01). "Retail Investor Sentiment and Return Comovements". The Journal of Finance. 61 (5): 2451–2486. doi:10.1111/j.1540-6261...
- (2002). "No Contagion, Only Interdependence: Measuring Stock Market Comovements" (PDF). Journal of Finance. 57 (5): 2223–2261. doi:10.1111/0022-1082...
- Staff Papers Vol 54 No 2 2007 Kose, M. Ayhan and Yi, Kei-Mu, The Trade Comovement Problem in International Macroeconomics (December 2002). FRB of New York...
- this, equity markets continue to integrate as indicated by equity price comovements, of which the two largest contributing factors are the ratio of trade...
- 387-402 (with Robert Shiller); Stock prices and bond yields: can their comovements be explained in terms of present value models?, in Journal of Monetary...
- effect also originates in investors' herd behaviour. Epps, T.W. (1979) Comovements in Stock Prices in the Very Short Run, Journal of the American Statistical...
- a Two-Country Model of the Business Cycle: Explaining International Comovements. NBER Working Paper No. 3566 Yuriy Gorodnichenko, Enrique G. Mendoza...
- Technology in a Two-Country Model of the Business Cycle: Explaining International Comovements", American Economic Review, 85 (1): 168–185, JSTOR 2118002 v t e...