Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Rehman, … - Volkswirtschaftliche Fakultät, … - 2014
This study examines the co-movement between the Pakistan, Indian, S&P 500 and Nikkei 225 stock markets using weekly data from 1998 to 2013. The time-frequency relationship between the selected stock markets is conducted by using measures of continuous wavelet power spectrum, cross-wavelet...