Comovement of exchange rates : a wavelet analysis
Alin Marius Andrieş, Iulian Ihnatov and Aviral Kumar Tiwari
| Year of publication: |
2016
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|---|---|
| Authors: | Andrieş, Alin Marius ; Ihnatov, Iulian ; Tiwari, Aviral Kumar |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 574-588
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| Subject: | exchange rate | co-movements | wavelet analysis | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Korrelation | Correlation | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2014.998563 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011562523