International comovement of stock market returns: A wavelet analysis

Journal of Empirical Finance

Volumn 16, Issue 4, 2009, Pages 632-639

  Rua, António ^a,c   Nunes, Luís C ^b  

^a BANCO DE PORTUGAL   (Portugal)

^b NOVA SCHOOL OF BUSINESS AND ECONOMICS   (Portugal)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Comovement; International stock markets; Time frequency space; Wavelets

Indexed keywords

EID: 67650635165     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.02.002     Document Type: Article

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