Are exchange rates interdependent? : evidence using wavelet analysis
Year of publication: |
July 2017
|
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Authors: | Kumar, Satish ; Pathak, Rajesh ; Tiwari, Aviral Kumar ; Yoon, Seong-min |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 31/33, p. 3231-3245
|
Subject: | Currency futures | wavelet cohesion | multiple-wavelet correlation | interdependency | international portfolio diversification | Zustandsraummodell | State space model | Wechselkurs | Exchange rate | Korrelation | Correlation | Währungsderivat | Currency derivative | Portfolio-Management | Portfolio selection | Konjunkturzusammenhang | Business cycle synchronization | Welt | World | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Japan |
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