A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

  1. Polanco-Martínez, J.M.
  2. Fernández-Macho, J.
  3. Neumann, M.B.
  4. Faria, S.H.
Aldizkaria:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Argitalpen urtea: 2018

Alea: 490

Orrialdeak: 1211-1227

Mota: Artikulua

DOI: 10.1016/J.PHYSA.2017.08.065 GOOGLE SCHOLAR