Andrieș, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Economic Modelling 41 (2014) C, pp. 227-238
In this study we investigate and identify the patterns of co-movement of interest rate, stock price and exchange rate in India in the period between July 1997 and December 2010 using the cross-wavelet power, the cross-wavelet coherency, and the phase difference methodologies. Our empirical...