Are exchange rates interdependent? : evidence using wavelet analysis
Satish Kumar, Rajesh Pathak, Aviral Kumar Tiwari, Seong-Min Yoon
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Kumar, Satish ; Pathak, Rajesh ; Tiwari, Aviral Kumar ; Yoon, Seong-min |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 31/33, p. 3231-3245
|
| Subject: | Currency futures | wavelet cohesion | multiple-wavelet correlation | interdependency | international portfolio diversification | Zustandsraummodell | State space model | Korrelation | Correlation | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | Währungsderivat | Currency derivative | Japan | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1257108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774731