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1
A wavelet-based assessment of market risk : the emerging markets case
Rua, António
;
Nunes, Luis C.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
1
,
pp. 84-92
Persistent link: https://www.econbiz.de/10009665106
Saved in:
2
Credit spreads in illiquid markets : model and implementation
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Tapia …
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
6
,
pp. 53-72
Persistent link: https://www.econbiz.de/10009721136
Saved in:
3
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
4
Coordination between monetary policy and fiscal policy for an inflation targeting emerging market
Aktas, Zelal
;
Kaya, Neslihan
;
Özlale, Ümit
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10003938666
Saved in:
5
Forecasting capital flows to emerging markets : a Kalman filtering approach
Mody, Ashoka
;
Taylor, Mark P.
;
Kim, Jung Yeon
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 581-589
Persistent link: https://www.econbiz.de/10001636199
Saved in:
6
Financial friction sources in emerging economies : structural estimation of sovereign default models
Yamazaki, Takefumi
-
2018
Persistent link: https://www.econbiz.de/10013272825
Saved in:
7
Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets
Biage, Milton
;
Nelcide, Pierre Joseph
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
1
,
pp. 145-207
Persistent link: https://www.econbiz.de/10012271374
Saved in:
8
Dynamic herding analysis in a frontier market
Arjoon, Vaalmikki
;
Bhatnagar, Chandra Shekhar
- In:
Research in international business and finance
42
(
2017
),
pp. 496-508
Persistent link: https://www.econbiz.de/10011750464
Saved in:
9
Fatal attraction : using distance to measure contagion in good times as well as bad
Bayoumi, Tamim A.
;
Fazio, Giorgio
;
Kumar, Manmohan S.
; …
- In:
Review of financial economics : RFE
16
(
2007
)
3
,
pp. 259-273
Persistent link: https://www.econbiz.de/10003616417
Saved in:
10
Modeling GARCH specification in emerging market countries
Thanyalakpark, Kessara
- In:
Chulalongkorn journal of economics
13
(
2001
)
2
,
pp. 113-141
Persistent link: https://www.econbiz.de/10003495364
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