The process of transferring negative impulses in capital markets – a wavelet analysis
Author:
Affiliation:
1. The Faculty of Economics, Stanisław Staszic University of Applied Sciences, Pila, Poland
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664763.2020.1864811
Reference26 articles.
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3. T. Baig and I. Goldfajn, Financial market contagion in the Asian crises, IMF Working Paper No. 98/155. Springer, 1998.
4. M.M. Burzała, Wybrane metody badania efektów zarażania na rynku kapitałowym (Selected Methods of Studying Contagion Effects in Capital Markets). Wydawnictwo Naukowe UEP [The Publishing House of the Poznan University of Economics], Poznan, 2014.
5. Contagion effects in selected European capital markets during the financial crisis of 2007–2009
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