Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies
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KeywordsWavelet analysis; stock market; granger causality;
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-12 (All new papers)
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