SHARKASI, ADEL; RUSKIN, HEATHER J.; CRANE, MARTIN - In: International Journal of Theoretical and Applied … 08 (2005) 05, pp. 603-622
In this paper, we investigate the price interdependence between seven international stock markets, namely Irish, UK, Portuguese, US, Brazilian, Japanese and Hong Kong, using a new testing method, based on the wavelet transform to reconstruct the data series, as suggested by Lee [11]. We find...
