International comovement of stock market returns
The assessment of the comovement among international stock markets is of key interest, for example, for the international portfolio diversification literature. In this paper, we re-examine such comovement by resorting to a novel approach, wavelet analysis. Wavelet analysis allows one to measure the...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10362/142328 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/142328 |