Timescale-dependent stock market comovement : BRICs vs. developed markets
Heikki Lehkonen; Kari Heimonen
| Year of publication: |
2014
|
|---|---|
| Authors: | Lehkonen, Heikki ; Heimonen, Kari |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 90-103
|
| Subject: | International stock markets | BRIC | Comovement | Wavelets | Dynamic conditional correlation | Aktienmarkt | Stock market | Korrelation | Correlation | BRICS-Staaten | BRICS countries | Finanzmarkt | Financial market | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285085