Work

Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach

Year: 2017

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2017.06.002

Authors: Walid Mensi, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh, Rami Zeitun, Mobeen Ur Rehman

Institutions: Sultan Qaboos University, Tunis El Manar University, COMSATS University Islamabad, MBS School of Business, Drexel University, Qatar University, Shaheed Zulfiqar Ali Bhutto Institute of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2625705286

FWCI: 8.746

Cites: 82

Cited by: 55

Related to: 10