Pages that link to "Item:Q1927129"

The following pages link to A wavelet-based approach to test for financial market contagion (Q1927129):

Displaying 18 items.

• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
• Guarantee network model and risk contagion (Q722993) (← links)
• A wavelet based approach to measure and manage contagion at different time scales (Q1618627) (← links)
• Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
• Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
• Transmission of the Greek crisis on the sovereign debt markets in the euro area (Q2151664) (← links)
• Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912) (← links)
• Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
• Contagion and global financial crises: lessons from nine crisis episodes (Q2416080) (← links)
• Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
• The process of transferring negative impulses in capital markets – a wavelet analysis (Q5073423) (← links)
• Joint tests of contagion with applications (Q5234306) (← links)
• Gold price dynamics and the role of uncertainty (Q5234319) (← links)
• The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)
• Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
• Change-point analysis in financial networks (Q6541554) (← links)
• Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective (Q6553219) (← links)
• Parametric dependence between random vectors via copula-based divergence measures (Q6596179) (← links)