Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis-Reference-Cited by-同舟云学术

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Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis

Published:2018-01-24 Issue:20 Volume:25 Page:1447-1453
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Das Debojyoti¹^ORCID,Kannadhasan M.¹^ORCID,Tiwari Aviral Kumar²^ORCID,Al-Yahyaee Khamis Hamed³

Affiliation:

1. Finance Area, Indian Institute of Management Raipur, Chhattisgarh, India

2. Center for Energy and Sustainable Development (CESD), Montpellier Business School, Montpellier, France

3. Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2018.1430307

Reference27 articles.

1. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?

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

3. The comovements in international stock markets: new evidence from Latin American emerging countries

4. International Diversification Works (Eventually)

5. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets

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