Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
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- Naseri, Marjan & Masih, Mansur, 2014. "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper 58799, University Library of Munich, Germany.
More about this item
KeywordsDCC-GARCH; Co-movement; Wavelet coherence; Germany;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- F30 - International Economics - - International Finance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-03-22 (All new papers)
- NEP-FMK-2014-03-22 (Financial Markets)
- NEP-RMG-2014-03-22 (Risk Management)
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