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dc.contributor.advisorStulz, Rene
dc.creatorWynter, Matthew
dc.date.accessioned2010-05-24T18:00:01Z
dc.date.available2010-05-24T18:00:01Z
dc.date.issued2010-05
dc.identifier.urihttp://hdl.handle.net/1811/45438
dc.descriptionBusiness: 2nd Place (The Ohio State University Edward F. Hayes Graduate Research Forum)en_US
dc.description.abstractUsing the recent Credit Crunch as a global fixed point for international financial markets, this study investigates how the collapse of Lehman, treated as an exogenous shock to the U.S. financial market, caused an increase in international equity market comovement. Using a sample of 47 FTSE equity markets, the study explores how comovement between the US and international markets evolved during the Crash of October 2008. Consistent with predictions of contagion, I find strong evidence of increased comovement when controlling for market fundamentals.en_US
dc.language.isoen_USen_US
dc.relation.ispartofseries2010 Edward F. Hayes Graduate Research Forum. 24then_US
dc.subjectOctober Crashen_US
dc.subjectAsset Pricingen_US
dc.subjectInternational Financeen_US
dc.subjectContagionen_US
dc.subjectBank Panicen_US
dc.subjectFinance and Public Policyen_US
dc.titleThe Fall of Lehman: Cross Country Comovement during the Crash of October 2008en_US
dc.typeWorking Paperen_US
dc.description.embargoA five-year embargo was granted for this item.en_US


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