Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis
Debojyoti Das, M. Kannadhasan, Aviral Kumar Tiwari and Khamis Hamed Al-Yahyaee
| Year of publication: |
2018
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|---|---|
| Authors: | Das, Debojyoti ; Kannadhasan, M. ; Tiwari, Aviral Kumar ; Al-Yahyaee, Khamis Hamed |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 20, p. 1447-1453
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| Subject: | co-movement | contagion | Emerging markets | wavelet | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Zustandsraummodell | State space model | Internationaler Finanzmarkt | International financial market | Korrelation | Correlation | Welt | World | Ansteckungseffekt | Contagion effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1430307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137404