- TitleA Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
- Reference568897
- Board DOC IDWP/05/52
- DateMarch 1 2005
- Level of descriptionitem
- MaterialElectronic Records
- LanguageEnglish
- SubjectGlobalization, International capital markets, Risk premium, Export diversification, Industrialization, Stock markets, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
- CreatorRobin Brooks, Marco Del Negro, Research Department
- External document
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