Title:

International Comovement of Stock Market Returns: A Wavelet Analysis

Authors:

António Rua (Bank of Portugal, UTL)
Luis Catela Nunes (U Nova)

Journal:

Journal Of Empirical Finance

Year:

2009

Volume:

16

Pages:

632-639

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G15 - International Financial Markets