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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...
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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...
-
effect also
originates in investors' herd behaviour. Epps, T.W. (1979)
Comovements in
Stock Prices in the Very
Short Run,
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Retrieved 2019-07-24. Baker, Malcolm; Wurgler,
Jeffrey (2012). "
Comovement and
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shocks to
income growth on
consumption growth can be softened.
Stronger comovement of
consumption growth across the
globe can also be a
result of financial...