Title:

In Search of the Determinants of European Asset Market Comovements

Authors:

Pedro Gomes (U Carlos III)
Abderrahim Taamouti (Durham U)

Journal:

International Review Of Economics And Finance

Year:

2016

Volume:

44

Pages:

103-117

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G15 - International Financial Markets
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.iref.2016.03.005