Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis
Ginanjar Dewandaru, Rumi Masih, Mansur Masih
| Year of publication: |
September 2017
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|---|---|
| Authors: | Dewandaru, Ginanjar ; Masih, Rumi ; Mansur Masih |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 65.2017, p. 30-40
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| Subject: | Contagion | Integration | Middle East and South African stock markets | Wavelets | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | Südafrika | South Africa | Schwellenländer | Emerging economies | Mittlerer Osten | Middle East |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.04.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813546