Shah, Aasif; Deo, Malabika; King, Wayne - In: Journal of Economic Studies 43 (2016) 4, pp. 549-573
Purpose The purpose of this paper is to derive crucial insights from multi-scale analysis to detect equity return co-movements between Korean and emerging Asian markets. Design/methodology/approach Wavelet correlation, wavelet coherence and wavelet clustering measures are used to uncover Korean...