Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US
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DOI: 10.1007/BF03546444
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More about this item
Keywords
Spillover effect; Wavelets; Scaling; Decomposition; Transmission;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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