Co-movements of GCC emerging stock markets : new evidence from wavelet coherence analysis
Chaker Aloui; Besma Hkiri
| Year of publication: |
2014
|
|---|---|
| Authors: | Aloui, Chaker ; Hkiri, Besma |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 421-431
|
| Subject: | Co-movement | Wavelet coherence | Stock markets | Value-at-risk | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Risikomaß | Risk measure | Schwellenländer | Emerging economies | Arabische Golf-Staaten | Gulf countries | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010415824