Characterizing co-movements between indian and emerging asian equity markets through wavelet multi-scale analysis
Year of publication: |
June 2015
|
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Authors: | Shah, Aasif ; Deo, Malabika ; King, Wayne |
Published in: |
Journal of East Asian economic integration. - Seoul : [Verlag nicht ermittelbar], ISSN 2287-8793, ZDB-ID 2718098-0. - Vol. 19.2015, 2, p. 189-220
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Subject: | Asian Markets | Time Domain | Frequency Domain | Wavelets | Multi-Scale Analysis | Asien | Asia | Aktienmarkt | Stock market | Indien | India | Zustandsraummodell | State space model | Schwellenländer | Emerging economies |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.11644/KIEP.JEAI.2015.19.2.296 [DOI] hdl:11159/449 [Handle] |
Classification: | F36 - Financial Aspects of Economic Integration ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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