Showing 1 - 9 of 9
A plethora of research activity on the relationship between a country’s export and economic growth has produced ambiguous and mixed results. We reinvestigate this relationship using the methodology of wavelets based correlation and cross correlation. Our results show that the relationship...
Persistent link: https://www.econbiz.de/10009760599
Persistent link: https://www.econbiz.de/10010405645
Persistent link: https://www.econbiz.de/10010126698
Persistent link: https://www.econbiz.de/10010511337
Persistent link: https://www.econbiz.de/10011339582
Persistent link: https://www.econbiz.de/10013168983
Persistent link: https://www.econbiz.de/10015193828
Persistent link: https://www.econbiz.de/10011845191
We use data set of five Asian countries to estimate the frequency and quantile based relationship between stock price index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio balance effect, we find that the two variables are...
Persistent link: https://www.econbiz.de/10013082971