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Sectoral integration on an emerging stock market: a multi-scale approach
The purpose of this study is to examine the connectedness of industry sectors on the Johannesburg Stock Exchange in a time–frequency domain. We use econophysics-based methods like the wavelet multiple correlation and wavelet scalogram difference to identify the evolution of the connectedness of the...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10099005/ https://www.ncbi.nlm.nih.gov/pubmed/37359052 http://dx.doi.org/10.1007/s11403-023-00383-y |