International transmission of stock market movements : a wavelet analysis
Year of publication: |
2004
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Authors: | Lee, Hahn-shik |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 3, p. 197-201
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Subject: | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Preiskonvergenz | Price convergence | Zustandsraummodell | State space model | Deutschland | Germany | Börsenkurs | Share price | VAR-Modell | VAR model |
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