Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
Year of publication: |
2014-02-25
|
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Authors: | Uddin, Gazi Salah ; Arouri, Mohamed ; Tiwari, Aviral Kumar |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | DCC-GARCH | Co-movement | Wavelet coherence | Germany |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-143 24 pages |
Classification: | G15 - International Financial Markets ; C40 - Econometric and Statistical Methods: Special Topics. General ; F30 - International Finance. General |
Source: |
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