Shape-shift contagion in emerging markets equities : evidence from frequency- and time-domain analysis

Owusu Junior, Peterson; Alagidede, Imhotep Paul; Tweneboah, George

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Title:

Shape-shift contagion in emerging markets equities : evidence from frequency- and time-domain analysis

Journal:

Economics and Business Letters

Authors:

Owusu Junior, Peterson
Alagidede, Imhotep Paul
Tweneboah, George

e-ISSN:

2254-4380

Document Type:

Article

Year of Publication:

2020

Open Content License:

Original URL:

https://reunido.uniovi.es/index.php/EBL/article/download/14292/13390/37494

Persistent Identifier of the first edition:

doi:10.17811/ebl.9.3.2020.146-156

Language:

English (eng)

Citation:

Owusu Junior, Peterson/Alagidede, Imhotep Paul et. al. (2020). Shape-shift contagion in emerging markets equities : evidence from frequency- and time-domain analysis. In: Economics and Business Letters 9 (3), S. 146 - 156.
https://reunido.uniovi.es/index.php/EBL/article/download/14292/13390/37494.
doi:10.17811/ebl.9.3.2020.146-156.

Appears in Collections:

Economics and Business Letters

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