Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Xiao Jing Cai, Shuairu Tian, Nannan Yuan, Shigeyuki Hamori
| Year of publication: |
May 2017
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|---|---|
| Authors: | Cai, Xiao Jing ; Tian, Shuairu ; Yuan, Nannan ; Hamori, Shigeyuki |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 206-223
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| Subject: | Wavelet coherence analysis | East Asian stock markets | Portfolio diversification | Price interdependence | Oil-stock interdependence | Ostasien | East Asia | Aktienmarkt | Stock market | Börsenkurs | Share price | Zustandsraummodell | State space model | Preiskonvergenz | Price convergence | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2017.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892354