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Common stochastic trends and the dynamic linkages driving European stock markets : evidence from prior and post October 87 crash eras

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456439

Dynamic linkages and the propagation mechanism driving major international stock markets : an analysis of the pre- and post-crash eras

Masih, Abdul Mansur M. - In: The quarterly review of economics and finance : journal … 37 (1997) 4, pp. 859-885

Persistent link: https://www.econbiz.de/10001233846

Common stochastic trends and the dynamic linkages driving European stock markets : evidence from pre- and post-October 1987 crash eras

Masih, Rumi; Masih, Abdul Mansur M. - In: The European journal of finance 10 (2004) 1, pp. 81-104

Persistent link: https://www.econbiz.de/10001957622

Contagion and interdependence across Asia-Pacific equity markets : an analysis based on multi-horizon discrete and continuous wavelet transformations

Dewandaru, Ginanjar; Masih, Rumi; Masih, Abdul Mansur M. - In: International review of economics & finance : IREF 43 (2016), pp. 363-377

Persistent link: https://www.econbiz.de/10011625818

What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets

Dewandaru, Ginanjar; Masih, Rumi; Masih, Abdul Mansur M. - In: Economic modelling 52 (2016), pp. 981-996

Persistent link: https://www.econbiz.de/10011643118

GS-WATCH

Ades, Alberto Fabián; Masih, Rumi; Tenengauzer, Daniel; … - 2002 - 2. ed

Persistent link: https://www.econbiz.de/10001660133

Stock market co-movements : Islamic versus conventional equity indices with multi-timescales analysis

Dewandaru, Ginanjar; Rizvi, Syed Aun R.; Masih, Rumi; … - In: Economic systems 38 (2014) 4, pp. 553-571

Persistent link: https://www.econbiz.de/10010467347

Unraveling the financial contagion in European stock markets during financial crises : multi-timescale analysis

Dewandaru, Ginanjar; Masih, Rumi; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 859-880

Persistent link: https://www.econbiz.de/10012123522

Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets

Dewandaru, Ginanjar; Masih, Rumi; Masih, A. Mansur M. - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 241-259

Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan and South Korea) due to the shocks stemming from eleven major crises around the world. We apply wavelet decomposition in both its discrete and continuous forms to unveil the...

Persistent link: https://www.econbiz.de/10011117813

Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis

Dewandaru, Ginanjar; Rizvi, Syed Aun R.; Masih, Rumi; … - In: Economic Systems 38 (2014) 4, pp. 553-571

This study examines market co-movements in Islamic and mainstream equity markets across different regions in order to discover contagion during 9 major crises and to measure integration between markets. Using wavelet decomposition to unveil the multi-horizon nature of co-movement, we find that...

Persistent link: https://www.econbiz.de/10011115994