Search Results - subject:"wavelet analysis"

Global financial market spillovers to the Dhaka Stock Exchange : strategic insights from trade-friendly nations

Borman, Tanmay; Nahiduzzaman, Md.; Kuri, Bapon Chandra; … - In: Thunderbird international business review 67 (2025) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10015334695

The role of ESG performance in moderating the impact of financial distress on company value : evidence of wavelet-enhanced quantile regression with Indian companies

Yadav, Ashutosh; Asongu, Simplice - 2025

Persistent link: https://www.econbiz.de/10015358086

Money growth and inflation : how to account for the differences in empirical results

Mandler, Martin; Scharnagl, Michael - In: Journal of forecasting 44 (2025) 3, pp. 1009-1025

Persistent link: https://www.econbiz.de/10015374214

Income distribution and growth in France : a long-run time-frequency analysis

Pietropaoli, Alessandro - 2025

Persistent link: https://www.econbiz.de/10015406499

Portfolio diversification and dynamic interactions between clean and dirty energy assets

Belkhir, Nadia; Masmoudi, Wafa Kammoun; Loukil, Sahar; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 519-531

Persistent link: https://www.econbiz.de/10015404092

Time-frequency dependence between fintech and development of carbon neutrality under climate policy uncertainty in China : implications for the ocean carbon sink market

Qin, Zhenhua; Li, Xiao-Lin - In: Marine economics and management : MAEM 7 (2024) 2, pp. 139-158

/methodology/approach - We apply a novel wavelet analysis technique to investigate the time-frequency dependence between the CCPU index, the CSI …

Persistent link: https://www.econbiz.de/10015133130

Dynamic interrelationships among bitcoin, bonds, and sectoral indices in India : evidence from pre- and post-COVID-19

Sehgal, Shivam; Singh, Jaspal - In: Financial internet quarterly 20 (2024) 3, pp. 42-57

This study employs the Maximal Overlap Discrete Wavelet Transform technique to analyze the wavelet-based correlations between Bitcoin, bond markets, and thirteen sectoral stock indices in India over the period from 2017 to 2023, focusing on the comparison of pre-and post-COVID-19 pandemic...

Persistent link: https://www.econbiz.de/10015077019

Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

Bossman, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: International review of economics & finance : IREF 91 (2024), pp. 699-719

Persistent link: https://www.econbiz.de/10014492252

What matters for comovements among gold, Bitcoin, CO2, commodities, VIX and international stock markets during the health, political and bank crises?

Frikha, Wajdi; Bejaoui, Azza; Bariviera, Aurelio Fernández - In: Risks : open access journal 12 (2024) 3, pp. 1-31

This paper analyzes the connectedness between gold, wheat, and crude oil futures, Bitcoin, carbon emission futures, and international stock markets in the G7, BRICS, and Gulf regions with the outbreak of exogenous and unexpected shocks related to health, banking, and political crises. To this...

Persistent link: https://www.econbiz.de/10014497440

Oil prices and economic growth in China : a time-frequency analysis

Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54

This study analyses the inherent evolution dynamics of economic activity and global oil prices in China using the tools of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides us further insights into the magnitude and direction...

Persistent link: https://www.econbiz.de/10014555847