Unraveling the financial contagion in European stock markets during financial crises : multi-timescale analysis
Year of publication: |
2018
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Authors: | Dewandaru, Ginanjar ; Masih, Rumi ; Mansur Masih |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 4/5/6, p. 859-880
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Subject: | contagion | discrete and continuous wavelets | European stock markets | integration | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Marktintegration | Market integration | Europa | Europe | Schätzung | Estimation | EU-Staaten | EU countries |
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