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Comovement of exchange rates : a wavelet analysis

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 574-588

Persistent link: https://www.econbiz.de/10011562523

Analysis of the frequency-based relationship between inflation expectations and gold returns in Turkey

Gök, Remzi; Tiwari, Aviral Kumar - In: Istanbul business research 51 (2022) 2, pp. 535-561

in Turkey from 2006 to 2020 with 177 monthly observations through the application of wavelet cohesion and causality tests … provide evidence for the validity of the expected inflation effect hypothesis in Turkey. The ordinary least squares results …

Persistent link: https://www.econbiz.de/10014330265

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733

Persistent link: https://www.econbiz.de/10010354948

Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

Persistent link: https://www.econbiz.de/10011774731

Comovement of Exchange Rates : A Wavelet Analysis

Andries, Alin Marius - 2015

In this paper we employ the wavelet multiple correlation and the wavelet multiple cross-correlation to investigate the behaviour of exchange rates in the Central and Eastern Europe (CEE). This novel approach takes care of several limitations which are encountered when conventional pair wise...

Persistent link: https://www.econbiz.de/10013035510

Exchange rate return and volatility spillover across major trading partners of India

Mishra, Bibhuti Ranjan; Pradhan, Ashis Kumar; Tiwari, … - In: Journal of Asia Pacific business 21 (2020) 2, pp. 80-101

Persistent link: https://www.econbiz.de/10012258208

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach

Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789

Persistent link: https://www.econbiz.de/10014469052

Relationship between exchange rate and equity prices in an emerging market : a continuous wavelet-based analysis for Bangladesh

Tiwari, Aviral Kumar; Islam, Anisul M.; Islam, Md. Mohibul - In: International journal of business and economics 18 (2019) 2, pp. 165-193

Persistent link: https://www.econbiz.de/10012138313

Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach

Trucíos, Carlos; Tiwari, Aviral Kumar; Alqahtani, Faisal - In: Applied economics 52 (2020) 24, pp. 2580-2593

Persistent link: https://www.econbiz.de/10012210957

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