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Keywords: Wavelet correlation
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2022) 15 (1): 179–202.
Published: 10 August 2021
... in Section 5. Islamic finance Wavelet correlation Brexit MGARCH-DCC C58 G15 G11 Z12 C22 In one of the early studies, Oehler et al. (2017) examined short-term stock price effects and the impact of firm-level internationalisation in the light of Brexit. They found...
