Co-movements and contagion between international stock index futures markets
Claudiu Tiberiu Albulescu, Daniel Goyeau, Aviral Kumar Tiwari
| Year of publication: |
June 2017
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| Authors: | Albulescu, Claudiu Tiberiu ; Goyeau, Daniel ; Tiwari, Aviral Kumar |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 52.2017, 4, p. 1529-1568
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| Subject: | Stock index futures | Co-movements | Contagion | Rolling wavelet correlation | Portfolio diversification | Continuous Wavelet Transform | Index-Futures | Index futures | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Aktienindex | Stock index | Japan | Großbritannien | United Kingdom | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1113-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011945853