Media type: E-Book Title: Investigating the drivers of international comovement in real financial asset returns Contributor: McKinnon, Kate [Author] Published: [Canberra]: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, 2019 Published in: Australian National University: CAMA working paper series ; 201984 Extent: 1 Online-Ressource (circa 58 Seiten); Illustrationen Language: English Keywords: Common shocks ; international return comovements ; asset pricing ; Bayesian estimation ; dynamic factor models ; sentiment ; Graue Literatur Origination: Footnote: Access State: Open Access