Wavelet analysis of stock return energy decomposition and return comovement - a case of some central European and developed European stock markets

In this article we investigate comovement of the three Central and Eastern European (CEE) stock markets (Slovenia, the Czech Republic and Hungary) with certain developed European stock markets (Austria, France, Germany and the United Kingdom) through the novel approach of maximal overlap discrete wa...

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Bibliographic details
Volume: 17
Main Author: Dajcman, Silvo
Kavkler, Alenka
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Technical University of Liberec 01.01.2014
published in: E+M Ekonomie a Management Vol. 17; no. 1; p. 104
Data of publication: 20140101
ISSN: 1212-3609
Online Access: available in Bonn?
Database: CrossRef
Database information Databases - DBIS