Linkages in World Financial Markets

Business & Finance, Finance & Investing, Finance, Economics
Cover of the book Linkages in World Financial Markets by C. Richard Neu, Jack Clift, RAND Corporation
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Author: C. Richard Neu, Jack Clift ISBN: 9780833052773
Publisher: RAND Corporation Publication: March 3, 2011
Imprint: RAND Corporation Language: English
Author: C. Richard Neu, Jack Clift
ISBN: 9780833052773
Publisher: RAND Corporation
Publication: March 3, 2011
Imprint: RAND Corporation
Language: English

This paper asks whether there has been any diminution in the traditional role of U.S. financial markets in leading movements in other financial markets. It examines daily movements in three major equity indexes, how daily changes in one market are correlated with immediately subsequent changes in the other two, and the size of movements in each market after a given change in the other markets before and after the onset of the crisis.

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This paper asks whether there has been any diminution in the traditional role of U.S. financial markets in leading movements in other financial markets. It examines daily movements in three major equity indexes, how daily changes in one market are correlated with immediately subsequent changes in the other two, and the size of movements in each market after a given change in the other markets before and after the onset of the crisis.

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