Search Results - subject:"Continuous wavelet analysis"

Dynamic relationship between the stock market and macroeconomy in China (1995-2018) : new evidence from the continuous wavelet analysis

Wang, Rui; Li, Lianfa - In: Economic research 33 (2020) 1,1, pp. 521-539

Persistent link: https://www.econbiz.de/10013173532

The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data

Meng, Xiangcai; Huang, Chia-Hsing - In: The North American journal of economics and finance : a … 48 (2019), pp. 131-148

Persistent link: https://www.econbiz.de/10012120219

Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis

Najeeb, Syed Faiq; Bacha, Obiyathulla; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

The Islamic bonds or sukuk market is one of the fastest growing segments of the nearly US$2trillion global Islamic finance industry. However, lack of trading in secondary sukuk markets is a peculiar feature in this sector and both institutional and retail sukuk investors are known to adopt a...

Persistent link: https://www.econbiz.de/10011112062

Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets : evidence from the continuous wavelet analyses

Chen, Mei-Ping; Chen, Wen-Yi; Tseng, Tseng-Chan - In: International review of economics & finance : IREF 49 (2017), pp. 484-498

Persistent link: https://www.econbiz.de/10011748685

Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis

Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2377-2393

Persistent link: https://www.econbiz.de/10011825987

Health progress and economic growth in the USA : the continuous wavelet analysis

Chen, Wen-Yi - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 831-855

Persistent link: https://www.econbiz.de/10011481132

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International Journal of Computational Economics and … 4 (2014) 3/4, pp. 320-338

the period 1986:2-2008:12. We utilised the wavelet coherence and phase difference in continuous wavelet analysis and …

Persistent link: https://www.econbiz.de/10010929799