Search Results - subject:"Time and frequency domains"

Global climate policy uncertainty and financial markets

Ji, Qiang; Ma, Dandan; Zhai, Pengxiang; Fan, Ying; … - In: Journal of international financial markets, … 95 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015063638

Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency domain

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327

Persistent link: https://www.econbiz.de/10013554892

New evidence of extreme risk transmission between financial stress and international crude oil markets

Hong, Yanran; Li, Pan; Wang, Lu; Zhang, Yaojie - In: Research in international business and finance 64 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014276961

Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains

Chen, Wei; Li, Rui; Yao, Yinhong - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3840-3852

Persistent link: https://www.econbiz.de/10013462427

Does capacity utilization predict inflation? : a wavelet based evidence from United States

Bahramian, Pejman; Saliminezhad, Andisheh - In: Computational economics 58 (2021) 4, pp. 1103-1125

Persistent link: https://www.econbiz.de/10012697888

Global economic policy uncertainty and tourism of fragile five countries : evidence from time and frequency approaches

Wu, Tsung-Pao; Wu, Hung-Che - In: Journal of travel research : a quarterly publication of … 60 (2021) 5, pp. 1061-1073

Persistent link: https://www.econbiz.de/10012593189

Spillover of sentiment in the European Union : evidence from time- and frequency-domains

Plakandaras, Vasilios; Tiwari, Aviral Kumar; Gupta, Rangan - In: International review of economics & finance : IREF 68 (2020), pp. 105-130

Persistent link: https://www.econbiz.de/10012486305

The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis

Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9

Persistent link: https://www.econbiz.de/10011982439

The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain

Ranjbar, Omid; Chang, Tsangyao; Nel, Elmarie; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014

in time and frequency domains, using annual data covering the period of 1965-2012. In general, our results tend to … however, using asymmetric causality in both time and frequency domains, we tend to show that a reduction in energy consumption …

Persistent link: https://www.econbiz.de/10011106158