Ftiti, Zied; Tiwari, Aviral; Belanès, Amél; Guesmi, Khaled - Institut de Préparation à l'Administration et à la … - 2014
suggest advantageous techniques allowing the investigation with respect to time and frequency, namely evolutionary co-spectral … analysis and wavelet analysis. Our study puts in evidence the existence of both long run and short-run co-movements. Both …