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| Author: | Ammer, J. Mei, J. |
| Title: | Measuring international economic linkages with stock market data |
| Journal: | Journal of Finance
1996 : DEC, VOL. 51:5, p. 1743-1764 |
| Index terms: | FINANCE ECONOMICS STOCK MARKETS |
| Language: | eng |
| Abstract: | This article develops a new framework for measuring financial and real economic linkages between countries. Using United States and United Kingdom data from 1957 to 1989, the authors find closer financial linkages after Bretton Woods currency arrangement was abandoned and Britain suspended exchange controls. In a pair-wise application to fifteen countries over a shorter period, they also find that news about future dividend growth is more highly correlated between countries than contemporaneous output measures. |
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