The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data
Xiangcai Meng, Chia-Hsing Huang
| Year of publication: |
2019
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|---|---|
| Authors: | Meng, Xiangcai ; Huang, Chia-Hsing |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 131-148
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| Subject: | Continuous wavelet analysis | Effective exchange rates | Maximum overlap discrete wavelet analysis | Multiresolution analysis | Ratio of VaRs | WCoVaR | Zustandsraummodell | State space model | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120219