Comovement of East and West Stock Market Indexes
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References listed on IDEAS
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More about this item
Keywordscomovement of international stocks; wavelet analysis (CWT and MODWT);
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-22 (All new papers)
- NEP-FMK-2014-11-22 (Financial Markets)
- NEP-SEA-2014-11-22 (South East Asia)
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