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  • Search: subject:"Multivariate wavelet approach"
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Subject
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Co-movements 2 Multivariate wavelet approach 2 Aktienmarkt 1 Anleihe 1 BRICS 1 BRICS countries 1 BRICS-Staaten 1 Bond 1 Börsenkurs 1 Capital income 1 Cointegration 1 Correlation 1 Emerging economies 1 Interest rate 1 Interest rates 1 Islam 1 Islamic assets 1 Islamic countries 1 Islamic finance 1 Islamische Staaten 1 Islamisches Finanzsystem 1 Kapitaleinkommen 1 Kointegration 1 Korrelation 1 Oil price 1 Oil prices 1 Portfolio selection 1 Portfolio-Management 1 Schwellenländer 1 Share price 1 Spillover effect 1 Spillover-Effekt 1 State space model 1 Stock market 1 Time series analysis 1 Zeitreihenanalyse 1 Zins 1 Zustandsraummodell 1 Ölpreis 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Al-Yahyaee, Khamis Hamed 2 Mensi, Walid 2 Ur Rehman, Mobeen 2 Maitra, Debasish 1 Vo Xuan Vinh 1
Published in...
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The North American journal of economics and finance : a journal of financial economics studies 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
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Cover Image
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
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