Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis
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More about this item
Keywordsstock markets; wavelet analysis; wavelet cross-correlation; return spillovers;
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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