Interdependence of foreign exchange markets : a wavelet coherence analysis
Lu Yang, Xiao Jing Cai, Huimin Zhang, Shigeyuki Hamori
| Year of publication: |
June 2016
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|---|---|
| Authors: | Yang, Lu ; Cai, Xiao Jing ; Zhang, Huimin ; Hamori, Shigeyuki |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 55.2016, p. 6-14
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| Subject: | Foreign exchange market | Wavelet coherence | Financial contagion | Interdependence | Asset price transmission channel | Devisenmarkt | Zustandsraummodell | State space model | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Welt | World | Wechselkurs | Exchange rate | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.01.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642425