Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence
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More about this item
Keywords
wavelet coherence and phase difference; rolling wavelet correlation; multiresolution analysis; contagion; securitized real estate and local stock markets;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
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