This paper examines the multi-scale relationship between the interest rate, exchange rate and stock price using wavelet transform. In particular, we apply the maximum overlap discrete wavelet transform (MODWT) to the interest rate, exchange rate and stock price for US over the period 1990:1-...

In this paper, we use a wavelet filtering based approach to study the econometric relationship between exports, imports, and economic growth for Tunisia, using quarterly data for the period 1961:1-2007:4. GDP is used as a proxy for economic growth. We explore the interactions between these...