Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Chaker Aloui, Besma Hkiri, Marco Chi Keung Lau, Larisa Yarovaya
| Year of publication: |
April 2018
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| Authors: | Aloui, Chaker ; Hkiri, Besma ; Lau, Chi Keung ; Yarovaya, Larisa |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 44.2018, p. 411-421
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| Subject: | Spot futures interlinkages | Wavelet methodology | Wavelet coherence | Emerging markets | Zustandsraummodell | State space model | Aktienindex | Stock index | Schwellenländer | Emerging economies | Index-Futures | Index futures | Welt | World | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983072