Search Results - subject:"wavelet coherency"

Did you mean: subject:"wavelet coherence" (104 results)

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

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

Co-movement of cryptocurrencies and African stock returns: A multiresolution analysis

Kumah, Seyram Pearl; Odei-Mensah, Jones; Amanamah, … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29

This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of association and global portfolio diversification benefits implementing the three-dimensional continuous Morlet wavelet transform technique. Data span 10 August 2015 to 10...

Persistent link: https://www.econbiz.de/10014505497

Co-movement of cryptocurrencies and African stock returns : a multiresolution analysis

Kumah, Seyram Pearl; Mensah, Jones Odei; Amanamah, … - In: Cogent business & management 9 (2022) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10014439784

How COVID-19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? : new insights from time-frequency analysis

Naifar, Nader; Tiwari, Aviral Kumar; Alhashim, Mohammed - In: Review of financial economics : RFE 40 (2022) 3, pp. 312-331

Persistent link: https://www.econbiz.de/10013331035

The Continuous Wavelet Transform: A Primer

Aguiar, Luís Francisco; Soares, Maria Joana - Núcleo de Investigação em Políticas Económicas … - 2011

Continuous Wavelet Transform, the Cross-Wavelet, the Wavelet Coherency and the Phase-Difference. Furthermore, we generalize the … concept of simple coherency to Partial Wavelet Coherency and Multiple Wavelet Coherency, akin to partial and multiple …

Persistent link: https://www.econbiz.de/10009021658

The comovment between money and economic growth in 15 Asia-Pacific countries : wavelet coherency analysis in time-frequency domain

Tsai, Su-Ling; Chang, Tsangyao - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 63-79

Persistent link: https://www.econbiz.de/10012020116

Co-movement of exchange rates with interest rate differential, risk premium and FED policy in "fragile economies"

Özmen, M. Utku; Yılmaz, Erdal - 2016

Persistent link: https://www.econbiz.de/10011547313

Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS

Mokhtar, Maznita; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

Although real estate is believed to be the steady element of a portfolio, volatilities during the global financial crisis has thrown off its “defensive stock” status in terms of optimizing portfolio benefit. Evidence from past research have revealed the same for the Real Estate Investment...

Persistent link: https://www.econbiz.de/10011109252

Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices

Dewandaru, Ginanjar; Alaoui, AbdelKader; Bacha, Obiyathulla - Volkswirtschaftliche Fakultät, … - 2014

Our study measures co-movements in Islamic and conventional equity markets, to discover contagion and to measure integration level. We apply wavelet decomposition to unveil the multi-horizon nature of co-movement. We find that the subprime crisis generates fundamental-based contagion for both...

Persistent link: https://www.econbiz.de/10011113785