Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Time-Scale Decomposition of Price Transmission in International Markets

10 references·5 citing·47 second hop

FromToDepth

this work references cited by second hop

References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
1993A long memory property of stock market returns and a new model3,257 cited
1995All in the family Nesting symmetric and asymmetric GARCH models723 cited
1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income370 cited
1999The contribution of wavelets to the analysis of economic and financial data247 cited
2003Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis223 cited
2006The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*178 cited
1995AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS114 cited
2002Systematic risk and time scales76 cited
2002Generalized asymmetric power ARCH modelling of exchange rate volatility68 cited

Cited by

2015Investment horizon heterogeneity and wavelet: Overview and further research directions84 cited
2015What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets30 cited
2021Co-movement between GCC stock markets and the US stock markets: A wavelet coherence analysis28 cited
2017Contagion of Capital Markets in CEE Countries: Evidence from Wavelet Analysis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

22 cited

2016Financial integration and diversification benefits: China and ASEAN4 countries18 cited