Search Results - subject:"wavelet coherence"

Impact of malnutrition on education inequality in Africa : a partial wavelet coherence analysis

Raimi, Rasaq; Phiri, Andrew - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10015046040

How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? : evidence from Canada

Athari, Seyed Alireza; Kirikkaleli, Dervis - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 353-371

Persistent link: https://www.econbiz.de/10015193775

Dynamic linkages between economic policy uncertainty and external variables in Latin America : wavelet analysis

Marín-Rodríguez, Nini Johana; González-Ruiz, Juan David - In: Economies : open access journal 13 (2025) 2, pp. 1-28

Wavelet coherence analysis (WCA) examines the dynamic interactions between economic policy uncertainty (EPU) in Brazil …

Persistent link: https://www.econbiz.de/10015210453

Investigation of emerging market stress under various frequency bands : evidence from FX market uncertainty and liquidity

Gunay, Samet; Dömötör, Barbara; Víg, Attila András - In: Emerging markets review 65 (2025), pp. 1-36

Persistent link: https://www.econbiz.de/10015329921

Unravelling the impact of clean energy on the tourism sector of the stock market : Evidence from quantile granger causality and wavelet coherence analysis

Wang, Yiwei; Sun, Zhaoyang; Feng, Chao; Wu, Ran; Yan, Jiale - In: International review of economics & finance : IREF 98 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015327484

The implications of non-synchronous trading in G-7 financial markets

Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - 2025

Persistent link: https://www.econbiz.de/10015337909

The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic

Soltani, Hayet; Taleb, Jamila; Abbes, Mouna Boujelbène - In: European journal of management and business economics : … 34 (2025) 1, pp. 23-46

wavelet coherence model was applied to explore co-movements between GCC stock markets, cryptocurrencies and RavenPack COVID …

Persistent link: https://www.econbiz.de/10015372653

Modelling dynamic relationships between energy prices and inflation in Euro area using wavelets

Alqaralleh, Huthaifa; Canepa, Alessandra - 2024

Persistent link: https://www.econbiz.de/10015324792

Analyzing time-frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic

Ghazani, Majid Mirzaee; Malekshah, Ali Akbar Momeni; … - In: Financial innovation : FIN 10 (2024), pp. 1-28

. In the context of wavelet coherence analysis, we observe a strong interconnection between data corresponding to the COVID …

Persistent link: https://www.econbiz.de/10015372536

African and international financial markets interdependencies : does Covid-19 media coverage make any difference?

Amewu, Godfred; Armah, Mohammed; Kuttu, Saint; Kusi, … - In: Research in globalization 9 (2024), pp. 1-19

This study examines the co-movement and time-varying integration between equity, exchange rate, and international market volatility indices across different time-frequency domains using - bi-partial wavelet, - supplemented by dynamic conditional correlation-generalised autoregressive conditional...

Persistent link: https://www.econbiz.de/10015361647