Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
Alin Marius Andrieş; Iulian Ihnatov; Aviral Kumar Tiwari
| Year of publication: |
2014
|
|---|---|
| Authors: | Andrieş, Alin Marius ; Ihnatov, Iulian ; Tiwari, Aviral Kumar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 227-238
|
| Subject: | Gas consumption | Economic growth | Cointegration | Zins | Interest rate | Kointegration | Wechselkurs | Exchange rate | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Theorie | Theory | Wirtschaftswachstum | Zustandsraummodell | State space model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010438349