Hayat, Muhammad Azmat; Ghulam, Huma; Batool, Maryam; … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-22
relationship among variables for the very short run, medium run, long run, and very long run. The continuous wavelet transform (CWT …), the cross-wavelet transform (XWT), cross-wavelet coherence (WTC), and multi-scale Granger causality tests were used to …