Contagion and Comovement – Does the Initiator Matter
We use the wavelet analysis in order to test the presence of financial contagion between three developed Western European capital markets and the Romanian capital market in the recent financial crisis. We test the presence of contagion between the Romanian market and the German, French and United Ki...
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| Format: | Article |
| Language: | English |
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Ovidius University Press
2018-01-01
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| Series: | Ovidius University Annals: Economic Sciences Series |
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| Online Access: | http://stec.univ-ovidius.ro/html/anale/RO/wp-content/uploads/2019/02/3-4.pdf |