Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive-Based Frequency-Domain Approach
We examine the interdependence of systematic risk in twenty emerging market economies. The interdependence structures are performed for subregional and regional categorizations of emerging markets, which have demonstrated financial openness over the years. Hence, the Kalman filter-based wavelet appr...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/1139869 |
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