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Applied Economics Letters Volume 25, 2018 - Issue 20
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Articles

Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis

Debojyoti DasFinance Area, Indian Institute of Management Raipur, Chhattisgarh, IndiaCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-9756-1266
ORCID Icon,
M. KannadhasanFinance Area, Indian Institute of Management Raipur, Chhattisgarh, IndiaORCID Iconhttp://orcid.org/0000-0002-2591-2802
ORCID Icon,
Aviral Kumar TiwariCenter for Energy and Sustainable Development (CESD), Montpellier Business School, Montpellier, FranceORCID Iconhttp://orcid.org/0000-0002-1822-9263
ORCID Icon &
Khamis Hamed Al-YahyaeeDepartment of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman
Pages 1447-1453 | Published online: 24 Jan 2018

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Daniel Kosiorowski, Jerzy P. Rydlewski, Tadeusz Klecha & Dominik Mielczarek. (2021) A New Approach for Analyzing Stock Market Stress Based on the Warsaw Stock Exchange in 2005–2019. Eastern European Economics 59:4, pages 317-333.
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Articles from other publishers (1)

Mukesh Kumar, Sanjeev Prashar & RK Jana. (2018) Does international tourism spur international trade and output? Evidence from wavelet analysis. Tourism Economics 25:1, pages 22-33.
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