A1 Journal article (refereed)
Timescale-dependent stock market comovement: BRICs vs. developed markets (2014)

Lehkonen, H., & Heimonen, K. (2014). Timescale-dependent stock market comovement: BRICs vs. developed markets. Journal of Empirical Finance, 28(September), 90-103. https://doi.org/10.1016/j.jempfin.2014.06.002

JYU authors or editors

Publication details

All authors or editors: Lehkonen, Heikki; Heimonen, Kari

Journal or series: Journal of Empirical Finance

ISSN: 0927-5398

eISSN: 1879-1727

Publication year: 2014

Volume: 28

Issue number: September

Pages range: 90-103

Publisher: Elsevier BV * North-Holland

Place of Publication: Amsterdam

Publication country: Netherlands

Publication language: English

DOI: https://doi.org/10.1016/j.jempfin.2014.06.002

Publication open access: Not open

Publication channel open access: 

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/48847

Free keywords: BRIC; comovement; dynamic conditional correlation; international stock markets; wavelets

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2014

JUFO rating: 2