Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain

Author:

Lahmiri Salim,Uddin Gazi Salah,Bekiros Stelios

Funder

Jan Wallanders and Tom Hedelius Foundation

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

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3. Do foreign exchange and equity markets co-move in Latin American region? Detrended cross-correlation approach;Bashir;Physica A,2016

4. A wavelet-based approach to test for financial market contagion;Gallegati;Comput. Statist. Data Anal.,2012

5. Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal);Fernandes da Silva;Physica A,2016

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