Wavelet based multi-scale analysis of financial time series has attracted much attention,
lately, from both the academia and practitioners from all around the world. The unceasing …

This paper examines the linkage of crude oil market (WTI) and stock markets of the G-7
countries. We study the mean and volatility spillovers of oil and stock market prices over …

This paper investigates the spillover effects of volatility and shocks between oil prices and
the BRICS stock markets using multivariate approach and wavelet analysis at different time …

This paper examines the short term and long term dependencies between stock market
returns for the Gulf Cooperation Council (GCC) Countries (Bahrain, Kuwait, Oman, Qatar …

We investigate the co-movement of 13 Asia-Pacific stock market returns with that of
European and US stock market returns using the wavelet coherence method. Our results …

This paper studies the multiscale features of extreme risk spillover among global stock
markets over various time–frequency horizons. We propose multiscale risk spillover indexes …

We propose a multiscale correlation contagion statistic to test for stock market contagion
during the global financial crisis (GFC) from the US to the other six G7 and BRIC countries …

Using wavelet techniques (discrete and continuous), this paper is the first attempt to
investigate the co-movement dynamics at different time scales or horizons of Islamic Dubai …

Stock market, is one of the most important financial market which has a close relationship
with a country's economy, due to which it is often called the barometer of the economy. Over …

This paper examines the differences in the asset return comovement of the BRIC countries
(Brazil, Russia, India and China), the other developed economies in their regions (Canada …