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Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis

Dewandaru, Ginanjar; Masih, Rumi; Mansur Masih - In: Economic modelling 65 (2017), pp. 30-40

Persistent link: https://www.econbiz.de/10011813546

Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches

Yusuf Jaffar; Dewandaru, Ginanjar; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 1320-1336

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Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches

Abdul Aziz Buriev; Dewandaru, Ginanjar; Mohd Pisal Zainal; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3272-3293

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Risk-return characteristics of Islamic equity indices: multi-timescales analysis

Dewandaru, Ginanjar; Obiyathulla Ismath Bacha; Masih, … - In: Journal of multinational financial management 29 (2015), pp. 115-138

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Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index

Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70

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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

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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

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