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  • Search: subject:"coherency"
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Year of publication
Subject
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Wavelet coherency 34 State space model 33 Zustandsraummodell 33 Welt 29 World 29 Quantile coherency 25 Aktienmarkt 23 Stock market 23 Theorie 21 Theory 21 wavelet coherency 20 Börsenkurs 19 Estimation 19 Schätzung 19 Share price 19 Time series analysis 18 Volatility 18 Volatilität 18 Zeitreihenanalyse 18 Oil price 17 Ölpreis 17 Coherency 15 Virtual currency 14 Virtuelle Währung 14 Capital income 13 Exchange rate 13 Kapitaleinkommen 13 Wechselkurs 13 Causality analysis 12 Kausalanalyse 12 Business cycle 11 Konjunktur 11 Portfolio selection 10 Portfolio-Management 10 Risiko 10 Risk 10 Financial crisis 9 Finanzkrise 9 Spillover effect 9 Spillover-Effekt 9
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Online availability
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Undetermined 80 Free 49 CC license 2
Type of publication
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Article 108 Book / Working Paper 34
Type of publication (narrower categories)
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Article in journal 93 Aufsatz in Zeitschrift 93 Working Paper 14 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 8 Article 1 review-article 1
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Language
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English 117 Undetermined 24 Italian 1
Author
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Tiwari, Aviral Kumar 20 Soares, Maria Joana 14 Aguiar-Conraria, Luís 10 Hammoudeh, Shawkat 8 Strohsal, Till 6 Wolters, Jürgen 6 Bhanja, Niyati 5 Baumöhl, Eduard 4 Dar, Arif Billah 4 Jiang, Yonghong 4 Khalfaoui, Rabeh 4 Meng, Xiangcai 4 Shahzad, Syed Jawad Hussain 4 Aguiar, Luís Francisco 3 Aloui, Chaker 3 Belzil, Christian 3 Dewandaru, Ginanjar 3 Kang, Sang Hoon 3 Kumah, Seyram Pearl 3 Martins, Manuel M. F. 3 Masih, Mansur 3 Millimet, Daniel L. 3 Pernaudet, Julie 3 Poinas, François 3 Proano, Christian 3 Savignac, Frédérique 3 Zhu, Huiming 3 Abakah, Emmanuel Joel Aikins 2 Adekoya, Oluwasegun B. 2 Aguiar-Conraria, Luís Francisco 2 Amanamah, Richmell Baaba 2 Arouri, Mohamed 2 Asl, Mahdi Ghaemi 2 Azevedo, Nuno 2 Chang, Chun Ping 2 Cuñado Eizaguirre, Juncal 2 Dai, Xingyu 2 El Khoury, Rim 2 Firouzi, Shahrokh 2 Gozgor, Giray 2
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Institution
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Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Faculdade de Economia, Universidade do Porto 2 Birkbeck, Department of Economics, Mathematics & Statistics 1 Brown University, Department of Economics 1 Department of Economics, Boston College 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 London School of Economics (LSE) 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Economic modelling 8 Applied economics 6 Energy economics 6 Finance research letters 5 International review of economics & finance : IREF 5 MPRA Paper 5 NIPE Working Papers 5 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 International journal of finance & economics : IJFE 4 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 4 The North American journal of economics and finance : a journal of financial economics studies 3 Applied economics letters 2 CEF.UP Working Papers 2 Empirical Economics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Global finance journal 2 Journal of commodity markets : JCM 2 Journal of international financial markets, institutions & money 2 Research in international business and finance 2 Technological forecasting & social change : an international journal 2 The North American journal of economics and finance : a journal of theory and practice 2 Birkbeck Working Papers in Economics and Finance 1 Boston College Working Papers in Economics 1 Cahier scientifique 1 Central Bank review / The Central Bank of the Republic of Turkey 1 Central European Journal of Economic Modelling and Econometrics 1 Cogent Business & Management 1 Cogent business & management 1 Discussion paper series / IZA 1 Econometrics papers 1 Economia Internazionale / International Economics 1 Economia internazionale 1 Economic Modelling 1 Economics Bulletin 1 Economics Letters 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Emerging markets review 1 Energies 1 Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics 1 European journal of operational research : EJOR 1
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Source
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ECONIS (ZBW) 103 RePEc 31 EconStor 7 Other ZBW resources 1
Showing 1 - 10 of 142
Did you mean: subject:"coherence" (989 results)
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Identifying risk transmission in carbon, energy and metal markets : evidence from a novel quantile frequency connectedness approach
Wu, Hao; Huang, Yuan - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-33
Persistent link: https://www.econbiz.de/10015371996
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Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Mensi, Walid; Gök, Remzi; Gemici, Eray; Vo Xuan Vinh; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-26
Persistent link: https://www.econbiz.de/10015333022
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Frequency domain cross-quantile coherency and connectedness network of exchange rates : evidence from ASEAN+3 countries
Zhu, Huiming; Zeng, Tian; Wang, Xinghui; Xia, Xiling - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015337747
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On the resilience of cryptocurrencies : a quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability
Gaies, Brahim; Chaâbane, Najeh; Arfaoui, Nadia; Sahut, … - In: Research in international business and finance 70 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015055308
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The performance of OECD's composite leading indicator
Ojo, Mustapha Olalekan; Aguiar-Conraria, Luís; Soares, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2265-2277
Persistent link: https://www.econbiz.de/10014533409
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Simultaneously Incomplete and Incoherent (SII) dynamic LDV models : with an application to financing constraints and firms' decision to innovate
Hajivassiliou, Vassilis Argyrou; Savignac, Frédérique - In: Journal of econometrics 238 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073781
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Crowding out or crowding in? : reevaluating the effect of government spending on private economic activities
Park, Joshua K.; Meng, Xiangcai - In: International review of economics & finance : IREF 89 (2024) 1, pp. 102-117
Persistent link: https://www.econbiz.de/10014446414
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Wavelet coherence and continuous wavelet transform : implementation and application to the relationship between exchange rate and oil price for importing and exporting countries
Aladwani, Jassim - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 531-541
Persistent link: https://www.econbiz.de/10014373692
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Japanese stock market sectoral dynamics : a time and frequency analysis
El Khoury, Rim; Alshater, Muneer Maher; Polat, Onur - In: International journal of finance & economics : IJFE 30 (2025) 2, pp. 1249-1274
Persistent link: https://www.econbiz.de/10015375254
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Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling
Zhao, Xia; Sun, Xiao; Huang, Jiefei; Meng, Qingchun - In: The quarterly review of economics and finance 101 (2025), pp. 1-11
Persistent link: https://www.econbiz.de/10015405584
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