A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test
- Polanco-Martínez, J.M.
- Fernández-Macho, J.
- Neumann, M.B.
- Faria, S.H.
Zeitschrift:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Datum der Publikation: 2018
Ausgabe: 490
Seiten: 1211-1227
Art: Artikel