Data Sets

Related Papers
Data Sets


Firm-level Evidence on International Stock Market Comovements

By Robin Brooks (IMF) and Marco Del Negro (Federal Reserve Bank of Atlanta)

Dataset information (pdf file) | Dataset (zipped asc files)



A Decomposition of Global Linkages in Financial Markets over Time

By Kristin Forbes (MIT-Sloan) and Menzie Chinn (UC-Santa Cruz)

Dataset Information (pdf file) | Factor Model Dataset (zipped stata) | Bilateral Linkage Model Dataset (zipped stata)



The Center and the Periphery: The Globalization of Financial Turmoil

By Graciela Kaminsky (George Washington) and Carmen Reinhart (IMF)

Dataset (zipped excel)



U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis

By Hali Edison (IMF) and Frank Warnock (Federal Reserve Board)

Dataset (not yet available)



Are Daily Cross-Border Equity Flows Pushed or Pulled?

By John Griffin (Arizona State), Federico Nardari (Arizona State), and Rene Stulz (Ohio State-Fisher School)

Dataset (not yet available)



Time Varying Synchronicity in Individual Stock Returns: A Cross-Country Comparison

By Kan Li (University of Alberta), Randall Morck (University of Alberta), Fan Yang (University of Alberta), and Bernard Yeung (NYU)

Dataset (will be available in June 2003)



The Role of ADRs in the Development and Integration of Emerging Equity Markets

By G. Andrew Karolyi (Ohio State-Fisher School)

Dataset (not yet available)



Trade, Finance, Specialization and Synchronization

By Jean Imbs (London Business School)

Dataset (zipped excel)



Understanding the Evolution of World Business Cycles

By M. Ayhan Kose (IMF), Christopher Otrok (University of Virginia), and Charles Whiteman (University of Iowa)

Dataset (zipped excel)



Long-term Global Market Correlations

By K. Geert Rouwenhorst (Yale), William Goetzmann (Yale), and Lingfeng Li (Yale)

Dataset (not yet available)