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Evidences of Interdependence and Contagion using a Frequency Domain Framework. (2005). Candelon, Bertrand ; Bodart, Vincent.
In: Research Memorandum.
RePEc:unm:umamet:2005024.

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  1. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Ftiti, Zied ; Belanes, Amel .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-62.

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  2. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-062.

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References

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