Wavelet Analysis of Price and Volatility Spillovers in Stock Markets; The Case of India and the US

Biswal, Pratap Chandra and Mohanty, Prabir Kumar (2006) Wavelet Analysis of Price and Volatility Spillovers in Stock Markets; The Case of India and the US. Journal of Quantitative Economics, 4 (2).

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Item Type: Article
Uncontrolled Keywords: Spillover Effect; Wavelets; Scaling; Decomposition; Transmission.
Subjects: Marketing > Sales Force Management
Divisions: Finance and Strategy
Depositing User: Ms. Sachitha R
Date Deposited: 23 Nov 2018 09:46
Last Modified: 27 Feb 2019 04:25
URI: http://tapmi.informaticsglobal.com/id/eprint/440

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