Farouk, Faizal; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
study also uncovers evidence of wide variation of co-movement across the time-scales during the global financial crisis and … the Euro debt crisis. Strong co-movement can be observed during the global financial crisis, both for the medium term …, especially during the period of global financial crisis. The findings from these two recent dynamic time-scale decomposition …