Contagion among select global equity markets: A time-frequency analysis

dc.contributor.author	Bhandari, Avishek
dc.contributor.author	Kamaiah, Bandi
dc.date.accessioned	2022-03-27T02:10:06Z
dc.date.available	2022-03-27T02:10:06Z
dc.date.issued	2019-12-01
dc.description.abstract	This paper investigates the phenomenon of contagion among some selected global equity markets using novel methods from wavelet-based time-frequency analysis. It surveys some seminal literature on contagion and examines, using both continuous and discrete wavelet methods, the effects of major financial crises on Indian markets. Strong evidence of co-movements in the short run, which indicates contagion, between Indian and some East Asian markets is observed, signifying diversification risks for Indian investors during periods of financial turbulence.
dc.identifier.citation	Global Economy Journal. v.19(4)
dc.identifier.issn	15245861
dc.identifier.uri	10.1142/S2194565919500234
dc.identifier.uri	https://www.worldscientific.com/doi/abs/10.1142/S2194565919500234
dc.identifier.uri	https://dspace.uohyd.ac.in/handle/1/4844
dc.subject	co-movement
dc.subject	Contagion
dc.subject	time-frequency analysis
dc.subject	wavelets
dc.title	Contagion among select global equity markets: A time-frequency analysis
dc.type	Journal. Article
dspace.entity.type

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