Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis
Year of publication: |
2022
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Authors: | Batondo, Musumba ; Uwilingiye, Josine |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 2, Art.-No. 27, p. 1-21
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Subject: | comovement | contagion | financial crisis | integration | shock transmission | wavelet analysis | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Finanzkrise | Financial crisis | Schock | Shock | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | USA | United States | Korrelation | Correlation | Börsenkurs | Share price | Konjunkturzusammenhang | Business cycle synchronization | Marktintegration | Market integration | BRICS-Staaten | BRICS countries |
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