Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach☆
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open access
Keywords
Stock index futures
European financial markets integration
Portfolio diversification
Contagion
Wavelets
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Peer-review under responsibility of the Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iasi.
Copyright © 2015 The Authors. Published by Elsevier Ltd.