Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies

Author:

Owusu Junior PetersonORCID,Adam Anokye M.,Asafo-Adjei EmmanuelORCID,Boateng EbenezerORCID,Hamidu ZulaihaORCID,Awotwe Eric

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference78 articles.

1. Susceptibility of stock market returns to international economic policy: evidence from effective transfer entropy of Africa with the implication for open innovation;Adam;J. Open Innov.: Technol. Mark. Complex.,2020

2. Financial Econometrics: an Example-Based Handbook;Adam,2017

3. Global financial crisis, extreme interdependences, and contagion effects: the role of economic structure?;Aloui;J. Bank. Finance,2011

4. Financial market integration: theory and empirical results;Arouri;Econ. Modell.,2012

5. Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet;Asafo-Adjei;Macroecon. Finance Emerg. Mark. Econ.,2021

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