Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

Economic Modelling

Volumn 36, Issue , 2014, Pages 421-431

  Aloui, Chaker ^a,b   Hkiri, Besma ^a,b  

^a KING SAUD UNIVERSITY   (Saudi Arabia)

^b Sousse University   (Tunisia)

Author keywords

Co movement; Stock markets; Value at risk; Wavelet coherence

Indexed keywords

EID: 84886838973     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.09.043     Document Type: Article

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