Timescale-dependent stock market comovement: BRICs vs. developed markets
Year of publication: |
2014
|
---|---|
Authors: | Lehkonen, Heikki ; Heimonen, Kari |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 28.2014, C, p. 90-103
|
Publisher: |
Elsevier |
Subject: | International stock markets | BRIC | Comovement | Wavelets | Dynamic conditional correlation |
Type of publication: | Article |
---|---|
Classification: | C22 - Time-Series Models ; C40 - Econometric and Statistical Methods: Special Topics. General ; E32 - Business Fluctuations; Cycles ; F30 - International Finance. General ; G15 - International Financial Markets |
Source: |
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