Uddin, Gazi Salah; Arouri, Mohamed; Tiwari, Aviral Kumar - Institut de Préparation à l'Administration et à la … - 2014
The analysis of co-movements of stock market returns is a fundamental issue in finance. The aim of this paper is to examine the co-movement between Germany and major International Stock Markets in the time–frequency space. Our sample period goes from 01 June 1992 to 26 March 2013 and includes...