Search Results - subject:"Frequency-variation"

Credit decomposition and economic activity in Turkey: A wavelet-based approach

Çepni, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - In: Central Bank Review (CBR) 20 (2020) 3, pp. 109-131

This paper aims to investigate the co-movement between the credit growth and gross domestic product (GDP) growth in Turkey over the period January 2004-October 2019. By taking into account alternative credit decomposition and the variations over time and across frequencies using the wavelet...

Persistent link: https://www.econbiz.de/10014547760

Credit decomposition and economic activity in Turkey : a wavelet-based approach

Çepnİ, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - 2020

Persistent link: https://www.econbiz.de/10013041283

Credit decomposition and economic activity in Turkey : a wavelet-based approach

Çepni, Oğuzhan; Hacıhasanoğlu, Yavuz Selim; … - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 3, pp. 109-131

This paper aims to investigate the co-movement between the credit growth and gross domestic product (GDP) growth in Turkey over the period January 2004–October 2019. By taking into account alternative credit decomposition and the variations over time and across frequencies using the wavelet...

Persistent link: https://www.econbiz.de/10012311952

Stock-bond return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach

Allard, Anne-Florence; Iania, Leonardo; Smedts, Kristien - In: International review of financial analysis 71 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012437127

The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis

Si, Dengkui; Liu, Xi-Hua; Kong, Xianli - In: Economic modelling 83 (2019), pp. 17-30

Persistent link: https://www.econbiz.de/10012204412

High and low frequency correlations in global equity markets

Engle, Robert; Rangel, José Gonzalo - 2009

This study models high and low frequency variation in global equity correlations using a comprehensive sample of 43 …

Persistent link: https://www.econbiz.de/10010322613

High and Low Frequency Correlations in Global Equity Markets

Engle, Robert F.; Rangel, José Gonzalo - Banco de México - 2009

This study models high and low frequency variation in global equity correlations using a comprehensive sample of 43 …

Persistent link: https://www.econbiz.de/10008457951

Effect of non-standard operating frequencies on the economic cost of offshore AC networks

Domínguez-García, José Luis; Rogers, Daniel J.; … - In: Renewable Energy 44 (2012) C, pp. 267-280

The effect of choosing a non-standard operating frequency on the equipment and infrastructure costs of an offshore AC network is investigated. The offshore AC network considered is similar in design to the European SuperGrid “SuperNode”. It is designed to connect several large wind arrays to...

Persistent link: https://www.econbiz.de/10011044676