This paper examines the differences in the asset return comovement of the BRIC countries (Brazil, Russia, India and … as inputs for the dynamic conditional correlation (DCC) framework, which is used as a measure of comovement. The results … propose that the level of stock market comovement depends on regional aspects, the level of development and especially on the …

In this paper, we contribute to the literature on international stock market comovement. The novelty of our approach …

In this paper, we contribute to the literature on international stock market comovement. The novelty of our approach …

In this paper, we contribute to the literature on international stock market comovement. The novelty of our approach … approach to financial risk modeling. -- comovement ; stock market ; wavelet analysis ; wavelet coherence …

–2010. Our empirical investigation is based on the wavelet squared coherence which allows us to assess the co-movement in both … relative to the long term. On the financial side, we uncover that the strength of co-movement between GCC markets may impact … managers operating in the GCC region who are invited to consider co-movement through both frequencies and time when designing …