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Actions	Details Title A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Reference 568897 Board DOC ID WP/05/52 Date March 1 2005 Level of description item Material Electronic Records Language English Subject Globalization, International capital markets, Risk premium, Export diversification, Industrialization, Stock markets, Economic models, Executive Board Document (Policy), IMF Working Papers (WP) Creator Robin Brooks, Marco Del Negro, Research Department External document Download PDF Hierarchy browser Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level:collection contains 61 IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item Ref:866146 \| Level: 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item Ref:866522 \| Level: 2005 - IMF Working Papers (WP) Ref:556358 \| Date(s):2005 \| Level:sub-series contains 247 A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns Ref:568897 \| Date(s):March 1 2005 \| Level:item

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Title
A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
Reference
568897
Board DOC ID
WP/05/52
Date
March 1 2005
Level of description
item
Material
Electronic Records
Language
English
Subject
Globalization, International capital markets, Risk premium, Export diversification, Industrialization, Stock markets, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
Creator
Robin Brooks, Marco Del Negro, Research Department
External document
Download PDF

Hierarchy browser

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:collection
  contains 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:series
    contains 28
    
    2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

Ref:866146 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:sub-series
  contains 247
  - A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

Ref:866522 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:sub-series
  contains 247
  - A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:item

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