Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency domain
Sangram Keshari Jena, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah and David Roubaud
| Year of publication: |
2023
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|---|---|
| Authors: | Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Roubaud, David |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 12, p. 1312-1327
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| Subject: | emerging markets | global markets | time and frequency domains | US S&P 500 | Volatility spillover | wavelet denoising | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | Theorie | Theory | Internationaler Finanzmarkt | International financial market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2097183 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013554892