Interdependence between some major European stock markets - A wavelet lead/lag analysis

Prague Economic Papers

Volumn , Issue 1, 2013, Pages 28-49

  Dajčman, Silvo ^a  

^a UNIVERSITY OF MARIBOR   (Slovenia)

Author keywords

Return spillovers; Stock markets; Wavelet analysis; Wavelet cross correlation

Indexed keywords

EID: 84876096704     PISSN: 12100455     EISSN: None     Source Type: Journal    
DOI: 10.18267/j.pep.439     Document Type: Article

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