Search Results - subject:"Frequency Variation"

Credit decomposition and economic activity in Turkey: A wavelet-based approach

Çepni, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - In: Central Bank Review (CBR) 20 (2020) 3, pp. 109-131

This paper aims to investigate the co-movement between the credit growth and gross domestic product (GDP) growth in Turkey over the period January 2004-October 2019. By taking into account alternative credit decomposition and the variations over time and across frequencies using the wavelet...

Persistent link: https://www.econbiz.de/10014547760

Credit decomposition and economic activity in Turkey : a wavelet-based approach

Çepnİ, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - 2020

Persistent link: https://www.econbiz.de/10013041283

Credit decomposition and economic activity in Turkey : a wavelet-based approach

Çepni, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 3, pp. 109-131

This paper aims to investigate the co-movement between the credit growth and gross domestic product (GDP) growth in Turkey over the period January 2004–October 2019. By taking into account alternative credit decomposition and the variations over time and across frequencies using the wavelet...

Persistent link: https://www.econbiz.de/10012311952

High and low frequency correlations in global equity markets

Engle, Robert; Rangel, José Gonzalo - 2009

This study models high and low frequency variation in global equity correlations using a comprehensive sample of 43 …

Persistent link: https://www.econbiz.de/10010322613

High and Low Frequency Correlations in Global Equity Markets

Engle, Robert F.; Rangel, José Gonzalo - Banco de México - 2009

This study models high and low frequency variation in global equity correlations using a comprehensive sample of 43 …

Persistent link: https://www.econbiz.de/10008457951