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Abstract. The article considers local peculiarities of the world stock indices in 2007–first half 2012 and offers a comparative analysis of the indices. The research is based on the time series decomposition of the most liquid European, Asian, USA, and Brazil stock indices. The aim of the research was to localize and describe the crisis effects on index dynamics in time and scope by using wavelet decomposition techniques. This approach allows to identify clusters of stock indices and to studydoi:10.15388/ekon.2013.0.1133 fatcat:bmmnuefkvfbgrfn2tr46m4wzn4