Co-Movements of Lithuanian and Central European Stock Markets Across Different Time Horizons: a Wavelet Approach
[full article and abstract in English] This paper investigates equity market risk and co-movements between the Lithuanian stock market and the Central European stock markets. We cover the equity market returns both in time and frequency domains. We focus our studies on the changes of the market r...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2018-10-01
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| Series: | Ekonomika |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/11957 |