Title:

A Wavelet-Based Assessment of Market Risk: The Emerging Markets Case

Authors:

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

Journal:

Quarterly Review Of Economics And Finance

Year:

2012

Volume:

52

Pages:

84-92

JEL codes:

D81 - Criteria for Decision-Making under Risk and Uncertainty
G10 - General