Information transmission across stock indices and stock index futures: International evidence using wavelet framework

Author:

Aloui Chaker,Hkiri Besma,Lau Marco Chi Keung,Yarovaya Larisa

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference45 articles.

1. Using wavelets to decompose the time–frequency effects of monetary policy;Aguiar-Conraria;Physica A,2008

2. Co-movement of oil and stock prices in the GCC region: a wavelet analysis;Akoum;Q. Rev. Econ. Finance,2012

3. Dependence and risk assessment for oil prices and exchange rate portfolios: a wavelet based approach;Aloui;Physica A,2015

4. Real growth co-movements and business cycle synchronization in the GCC countries: evidence from time-frequency analysis;Aloui;Econ. Modell.,2015

5. Dynamic spillover effects in futures markets: UK and US evidence;Antonakakis;Int. Rev. Financ. Anal.,2015

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