@article{AdemmerHornQuast2022,
  author    = {Martin Ademmer and Wolfram Horn and Josefine Quast},
  title     = {Stock market dynamics and the relative importance of domestic, foreign, and common shocks},
  journal   = {International Journal of Finance \& Economics},
  volume    = {27},
  number    = {4},
  pages     = {3911 -- 3923},
  doi       = {10.1002/ijfe.2194},
  year      = {2022},
}