The lead-lag relationship among East Asian economies: a wavelet analysis

Recently, the issue of market linkages (and price discovery) between stock indices and the lead-lag relationship is a topic of interest to financial economists, financial managers and analysts, especially that involves the East Asian countries. In this study, to investigate the financial market lead...

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Bibliographic Details
Main Author: Saiti, Buerhan
Format: Article
Language:English
Published: Canadian Center of Science and Education 2017
Subjects:
Online Access:http://irep.iium.edu.my/55477/
http://irep.iium.edu.my/55477/
http://irep.iium.edu.my/55477/1/66270-239457-1-SM.pdf