Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets : evidence from the continuous wavelet analyses
Mei-Ping Chen, Wen-Yi Chen, Tseng-Chan Tseng
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Chen, Mei-Ping ; Chen, Wen-Yi ; Tseng, Tseng-Chan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 484-498
|
| Subject: | Co-movement | Continuous wavelet analysis | Health care | Partial coherency | Phase-difference | Sector returns | Deutschland | Germany | Kapitaleinkommen | Capital income | Gesundheitswesen | Health care system | USA | United States | Großbritannien | United Kingdom | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748685