What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets
Ginanjar Dewandaru, Rumi Masih, A. Mansur M. Masih
| Year of publication: |
January 2016
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|---|---|
| Authors: | Dewandaru, Ginanjar ; Masih, Rumi ; Masih, Abdul Mansur M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part B, p. 981-996
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| Subject: | Co-movement | Shock transmission | Financial crisis | Contagion | Interdependence | Causality | Wavelet analysis | Wavelet coherency | Eurozone stock markets | Aktienmarkt | Stock market | Eurozone | Euro area | Finanzkrise | Zustandsraummodell | State space model | Schock | Shock | EU-Staaten | EU countries | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.10.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011643118