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A plethora of research activity on the relationship between a country’s export and economic growth has produced ambiguous and mixed results. We reinvestigate this relationship using the methodology of wavelets based correlation and cross correlation. Our results show that the relationship...
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This paper seeks to examine the relative version of Purchasing Power Parity (PPP) for Indian rupee against the currency of its leading trade partners, the US and Great Britain, using quantile regression and semi-parametric wavelet-based regression. These methodologies provide a fresh look into...
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In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...
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