Characterizing co-movements between Indian and emerging Asian equity markets through wavelet multi-scale analysis
Year of publication: |
2015
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Authors: | Shah, Aasif ; Deo, Malabika ; King, Wayne |
Published in: |
Journal of East Asian economic integration. - Seoul : Korea Institute for International Economic Policy, ISSN 2234-8867, ZDB-ID 2728863-8. - Vol. 19.2015, 2, p. 189-220
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Subject: | Asian Markets | Time Domain | Frequency Domain | Wavelets | Multi-Scale Analysis | Asien | Asia | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Indien | India | Schwellenländer | Emerging economies |
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