Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al-Yahyaee
| Year of publication: |
2020
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| Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Al-Yahyaee, Khamis Hamed |
| 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. 51.2020, p. 1-13
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| Subject: | Co-movements | Interest rates | Multivariate wavelet approach | Oil prices | Ölpreis | Oil price | Zins | Interest rate | Zustandsraummodell | State space model | Kointegration | Cointegration | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.08.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012658657