Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis
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More about this item
KeywordsCo-movement; Crisis; Scale-variation; Time-variation; Wavelet coherence;
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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