Mažų ir didelių kapitalo rinkų sąveikos analizė globalioje aplinkoje
Analysis of Small and Large Capital Market Co-Movements in a Global Environment
Author(s): Kristina Levišauskaitė, Giedrius SafonovasSubject(s): Economy, Supranational / Global Economy
Published by: Vytauto Didžiojo Universitetas
Keywords: Capital market co-movements; Small capital markets; Global financial crisis; DCC-GARCH; Wavelet;
Summary/Abstract: In this article differences in co-movements between small and large capital markets are explored in various geographical regions of the world using DCC-GARCH and wavelet methods. In addition changes in co-movements after the global financial crisis are determined.
Journal: Taikomoji ekonomika: sisteminiai tyrimai
- Issue Year: 12/2018
- Issue No: 1
- Page Range: 75-94
- Page Count: 20
- Language: Lithuanian
