Search Results - subject:"wavelet decomposition"

Green bond, stock, cryptocurrency, and commodity markets : a multiscale analysis and portfolio implications

Kamal, Elham; Bouri, Elie - In: Financial innovation : FIN 11 (2025), pp. 1-33

This paper examines the dependence, systemic risk spillover, return and volatility spillover, and portfolio implications across various timescales between the Green Bond (GB) and U.S. S&P 500 Stock (SP), Vanguard Total World Stock Index Fund (VT), Bitcoin (BTC), Ethereum (ETH), Ripple, OIL, and...

Persistent link: https://www.econbiz.de/10015557865

Interdependence between foreign exchange rate and international reserves : fresh evidence from China

Jiang, Zhuhua; Yoon, Seong-min - In: Research in international business and finance 69 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015052405

Economic diversification, oil revenue and energy transition in oil dependent countries : a wavelet decomposition and panel data approach

Hathroubi, Salem; Aloui, Chaker; Ben Hamida, Hela - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 447-456

Persistent link: https://www.econbiz.de/10015117637

Forecasting exchange rate volatility : an amalgamation approach

Alexandridis, Antonios K.; Panopulu, Aikaterinē; … - In: Journal of international financial markets, … 97 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015405627

Co-movement between NIFTY spot and futures indices : a time-frequency analysis using wavelet

Katoch, Rupinder; Batra, Shilpa - In: Studies in microeconomics 14 (2026) 1, pp. 7-29

Persistent link: https://www.econbiz.de/10015637363

Modelling the dynamics of cryptocurrency prices for risk hedging : the case of Bitcoin, Ethereum, and Litecoin

Madichie, Chekwube V.; Ngwu, Franklin N.; Eze, Eze A.; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

Cryptocurrencies have, over the years, gained an unprecedented prominence in financial discourse, with the market fielding over 5,300 digital currencies and reaching over $2 trillion in market capitalisation in 2022. The surge in market values of digital currencies and their popularity in the...

Persistent link: https://www.econbiz.de/10014500765

Modelling the dynamics of cryptocurrency prices for risk hedging: The case of Bitcoin, Ethereum, and Litecoin

Madichie, Chekwube V.; Ngwu, Franklin N.; Eze, Eze A.; … - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10015074718

Forecasting the market returns and portfolio enhancement with frequency-decomposed institutional investor sentiment : evidence from the Taiwan futures market

Wang, Yi-Hsien; Chang, Shu-Lien; Lee, Hsiu-chuan; Lien, … - In: The journal of futures markets 45 (2025) 6, pp. 521-546

Persistent link: https://www.econbiz.de/10015464821

Stock return predictability in the frequency domain

Dai, Zhifeng; Jiang, Fuwei; Kang, Jie; Xue, Bowen - In: International journal of forecasting 41 (2025) 3, pp. 1126-1147

Persistent link: https://www.econbiz.de/10015441534

Stock returns prediction based on implied volatility spread under network perspective

Cui, Hairong; Wang, Xurui; Chu, Xiaojun - In: Computational economics 65 (2025) 5, pp. 2829-2852

Persistent link: https://www.econbiz.de/10015590304

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