Time-frequency relationship between share prices and exchange rates in India : evidence from continuous wavelets
Year of publication: |
2015
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Bhanja, Niyati ; Dar, Arif Billah ; Islam, Faridul |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 2, p. 699-714
|
Subject: | Cyclical and anti-cyclical effects | Cross-wavelet transform | Wavelet coherency, India | Indien | India | Zustandsraummodell | State space model | Börsenkurs | Share price | Schätzung | Estimation | Wechselkurs | Exchange rate | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
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