Une approche par cohérence d’ondelettes pour analyser la contagion entre marchés d’actions durant trois crises majeures

Sophie Nivoix (), Montassar Riahi () and Olfa Belhassine
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Sophie Nivoix: ISI [Cerege] - Intelligence Stratégique Internationale [Équipe du Cerege] - CEREGE [Poitiers] - Centre de recherche en gestion - UP - Université de Poitiers = University of Poitiers
Montassar Riahi: ISI [Cerege] - Intelligence Stratégique Internationale [Équipe du Cerege] - CEREGE [Poitiers] - Centre de recherche en gestion - UP - Université de Poitiers = University of Poitiers
Olfa Belhassine: UMA - Université de la Manouba [Tunisie]

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Keywords: contagion; stock markets; wavelets (search for similar items in EconPapers)
Date: 2024-06-27
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Published in 6es Journées internationales du Risque, Institut des risques industriels, assurantiels et financiers (IRIAF); Laboratoire d'économie de Poitiers (LéP), université de Poitiers, Jun 2024, Niort, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04952910

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