Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Darko B. Vukovic, Kseniya A. Lapshina, Moinak Maiti
| Year of publication: |
2021
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|---|---|
| Authors: | Vukovic, Darko B. ; Lapshina, Kseniya A. ; Maiti, Moinak |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-19
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| Subject: | Correlation | Financial crisis | GARCH modelling | Money market | Wavelet coherence analysis | Volatilität | Volatility | Geldmarkt | Finanzkrise | USA | United States | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Internationaler Finanzmarkt | International financial market | Zustandsraummodell | State space model | Finanzmarkt | Financial market | Korrelation | Großbritannien | United Kingdom | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186510