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Time-scale decomposition of price transmission in international markets
Viviana Fernandez
Business School
Research output
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Contribution to journal
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Article
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peer-review
22
Scopus citations
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Keyphrases
Latin America (LATAM)
100%
North America
100%
Time-scale Decomposition
100%
International Markets
100%
Price Transmission
100%
Europe
75%
Price Spillovers
75%
Emerging Asia
75%
G7 Countries
75%
Middle East
50%
Eastern Europe
50%
Far East
50%
Pacific Region
50%
Wavelet Analysis
25%
Stock Market
25%
Stock Index
25%
Serial Correlation
25%
Western Europe
25%
Portfolio Risk Management
25%
Return Spillovers
25%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
25%
INIS
latin america
100%
market
100%
north america
100%
prices
100%
decomposition
100%
transmission
100%
asia
75%
europe
75%
stocks
50%
middle east
50%
eastern europe
50%
management
25%
correlations
25%
risks
25%
asymmetry
25%
western europe
25%
Economics, Econometrics and Finance
Spillover Effect
100%
G7 Countries
75%
Emerging Country
25%
Stock Index
25%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Risk Management
25%