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Exchange rate and stock price relationship : a wavelet analysis for India
Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 125-142
Persistent link: https://www.econbiz.de/10011339582
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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
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Contagion among select global equity markets : a time-frequency analysis
Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29
Persistent link: https://www.econbiz.de/10012214476
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Causality in continuous wavelet transform without spectral matrix factorization : theory and application
Olayeni, Olaolu Richard - In: Computational economics 47 (2016) 3, pp. 321-340
Persistent link: https://www.econbiz.de/10011712373
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Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
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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
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Dynamic correlation of Eastern and Western markets and forecasting : scale-by-scale wavelet-based approach
Oral, Emrah; Unal, Gazanfer - In: International journal of financial engineering 4 (2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011807094
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Nowcasting sales growth of manufacturing companies in India
Sanyal, Anirban; Das, Abhiman - In: Applied economics 50 (2018) 5, pp. 510-526
Persistent link: https://www.econbiz.de/10011847016
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - 2015
This paper analyses identification for multivariate unobserved components models in which the innovations to trend and cycle are correlated. We address order and rank criteria as well as potential non-uniqueness of the reduced-form VARMA model. Identification is shown for lag lengths larger than...
Persistent link: https://www.econbiz.de/10011491916
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Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian - 2014
Persistent link: https://www.econbiz.de/10010437486