Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Alqahtani, Faisal; … - In: International Journal of Housing Markets and Analysis 14 (2021) 5, pp. 1042-1061
Purpose: This study aims to investigate the dynamic co-movement and interconnection among 69 security investment indices in China using the multi-time scale framework. Design/methodology/approach: The authors first use the multiple coherence analysis method to exhibit the degree of...