Sahabuddin, Mohammad; Md. Aminul Islam; Tabash, Mosab I.; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-15
The issue of co-movements is still crucial and arguable in international finance. An optimum and significant level of co-movement is highly desirable to investors, and it mostly depends on investors' decisions (behavior and psychology). We use frequency-time bands and multi-scale-based wavelet...
