What multiscale approach can tell about the nexus between exchange rate and stocks in the major emerging markets?
Dejan Živkov, Suzana Balaban, Jasmina Djurašković
Year of publication: |
2018
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Authors: | Živkov, Dejan ; Balaban, Suzana ; Djurašković, Jasmina |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 68.2018, 5, p. 491-512
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Subject: | stock and exchange rate | emerging markets | wavelet coherence | phase difference | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Aktienmarkt | Stock market |
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