Systematic risk and time scales : new evidence from an application of wavelet approach to the emerging Gulf stock markets
Year of publication: |
2010
|
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Authors: | Masih, Mansur ; Alzahrani, Mohammed ; Al-Titi, Omar |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 1, p. 10-18
|
Subject: | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Zustandsraummodell | State space model | Schwellenländer | Emerging economies | Arabische Golf-Staaten | Gulf countries | 2007-2008 |
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