Quadruple wavelet coherence and pairwise cointegration : comparative time-frequency analysis of bank deposit rate
Alper Kirik, Tunc Oygur and Yaman Omer Erzurumlu
| Year of publication: |
2023
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| Authors: | Kirik, Alper ; Oygur, Tunc ; Erzurumlu, Yaman |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 50.2023, 2, p. 147-172
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| Subject: | Banking | Co-movement | Cointegration | Deposit rate | Quadruple wavelet coherence | Einlagengeschäft | Deposit banking | Zins | Interest rate | Kointegration | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-04-2021-0188 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014226465