This paper examines the determinants of stock markets' vulnerability to the 2007-2008 crisis. Given that the United States (US) was the crisis epicenter, the authors analyze the factors driving the co-movement...
Type de document: Document de travail de recherche sur les politiques
Numéro du rapport: WPS5224
Date du document: 1 mars 2010
Mode de publication: Disclosed
Auteur: Didier Brandao,Tatiana,Love,Inessa,Martinez Peria,Maria Soledad