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[nb-NO]Title[nb-NO]
A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
[nb-NO]Reference[nb-NO]
568897
Board DOC ID
WP/05/52
[nb-NO]Date[nb-NO]
March 1 2005
[nb-NO]Level of description[nb-NO]
item
[nb-NO]Material[nb-NO]
Electronic Records
Language
English
[nb-NO]Subject[nb-NO]
Globalization, International capital markets, Risk premium, Export diversification, Industrialization, Stock markets, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
[nb-NO]Creator[nb-NO]
Robin Brooks, Marco Del Negro, Research Department
External document

[nb-NO]Hierarchy browser[nb-NO]

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  [nb-NO]contains[nb-NO] 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:
    [nb-NO]contains[nb-NO] 28
    
    2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:
    [nb-NO]contains[nb-NO] 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:
    [nb-NO]contains[nb-NO] 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:
    [nb-NO]contains[nb-NO] 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:
    [nb-NO]contains[nb-NO] 247
    
    A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:

Ref:866146 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:
  [nb-NO]contains[nb-NO] 247
  - A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level:

Ref:866522 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:
  [nb-NO]contains[nb-NO] 247
  - A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
    Ref:568897 | Date(s):March 1 2005 | Level: