CO-MOVEMENTS OF LITHUANIAN AND CENTRAL EUROPEAN STOCK MARKETS ACROSS DIFFERENT TIME HORIZONS: A WAVELET APPROACH
This paper investigates equity market risk and co-movements between the Lithuanian stock market and the Central European stock markets. We cover the equity market returns both in time and frequency domains. We focus our studies on the changes of the market risk and co-movements of the Lithuanian and...
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| Veröffentlicht in: | Ekonomika |
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| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Vilniaus Universitetas
2018
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| Schlagworte: | |
| Online-Zugang: | https://www.redalyc.org/articulo.oa?id=692276090006 |
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