BARUNÍK, Jozef; VÁCHA, Lukáš - In: Czech Journal of Economics and Finance (Finance a uver) 63 (2013) 5, pp. 443-453
This paper contributes to the literature on international stock market comovements and contagion. The novelty of our approach lies in the application of wavelet tools to high-frequency financial market data, which allows us to understand the relationship between stock markets in the...