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