
Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis
Author(s) -
Aasif Shah,
Malabika Deo,
Wayne M. King
Publication year - 2015
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2015.19.2.296
Subject(s) - equity (law) , wavelet , econometrics , economics , coherence (philosophical gambling strategy) , emerging markets , lag , scale (ratio) , financial economics , frequency domain , mathematics , statistics , computer science , macroeconomics , geography , artificial intelligence , cartography , mathematical analysis , political science , computer network , law