European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis
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- Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M., 2014. "Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study," MPRA Paper 56954, University Library of Munich, Germany.
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Keywordsequity market integration; time-scale analysis; wavelet variance; wavelet correlations.;
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