Time-frequency relationship between share prices and exchange rates in India : evidence from continuous wavelets
Aviral Kumar Tiwari; Niyati Bhanja; Arif Billah Dar; Faridul Islam
| Year of publication: |
2015
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Bhanja, Niyati ; Dar, Arif Billah ; Islam, Faridul |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 2, p. 699-714
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| Subject: | Cyclical and anti-cyclical effects | Cross-wavelet transform | Wavelet coherency, India | Indien | India | Schätzung | Estimation | Börsenkurs | Share price | Zustandsraummodell | State space model | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011293584