Search Results - subject:"rolling wavelet correlation"

Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19

Liu, Jiatong - In: Finance research letters 54 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472625

Time-scale relationship between securitized real estate and local stock markets: Some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-23

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Persistent link: https://www.econbiz.de/10012611078

Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of risk and financial management : JRFM 12 (2019) 1/16, pp. 1-23

Persistent link: https://www.econbiz.de/10011961522

Co-movements and contagion between international stock index futures markets

Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568

Persistent link: https://www.econbiz.de/10011945853

Continuous wavelet transform and rolling correlation of European stock markets

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 42 (2016), pp. 237-256

Persistent link: https://www.econbiz.de/10011625112