Search Results - subject:"Wavelet Approach"

Carbon allowances amid climate change concerns : fresh insights from wavelet multiscale analysis

Goodell, John W.; Nammouri, Hela; Saâdaoui, Foued; … - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473237

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

Does investor sentiment differently affect stocks in different sectors? : evidence from China

Niu, Hongli; Lu, Yao; Wang, Weiqing - In: International journal of emerging markets 18 (2023) 9, pp. 3224-3244

Persistent link: https://www.econbiz.de/10014452289

Comovements and hedging effectiveness between conventional and Islamic cryptocurrencies: evidence from the COVID-19 pandemic

Ali, Shoaib; Yousaf, Imran; Vo Xuan Vinh - In: International Journal of Emerging Markets 19 (2023) 12, pp. 4383-4408

Purpose This study examines the dynamics of the comovement and causal relationship between conventional (Bitcoin, Ethereum and Binance coin) and Islamic (OneGram, X8X token and HelloGold) cryptocurrencies. Design/methodology/approach This study uses wavelet coherence approach to examine the...

Persistent link: https://www.econbiz.de/10015346578

Relationship between stock returns and inflation : new evidence from the US using wavelet and causality methods

Tiwari, Aviral Kumar; Adewuyi, Adeolu O.; Awodumi, … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4515-4540

Persistent link: https://www.econbiz.de/10013461358

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012491782

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

Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach

Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534

Persistent link: https://www.econbiz.de/10012134319

Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective

Yang, Lu - In: Energy economics 80 (2019), pp. 219-233

Persistent link: https://www.econbiz.de/10012172363