Narrow search
Showing 1 - 10 of 10,994
Cover Image
Spillovers between output and stock prices : a wavelet approach
McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637
Persistent link: https://www.econbiz.de/10011722563
Cover Image
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas - 2010
Persistent link: https://www.econbiz.de/10003977437
Cover Image
International stock market indices comovements : a new look
Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Cover Image
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Cover Image
An introduction to wavelet theory in finance : a wavelet multiscale approach
In, Francis Haeuck; Kim, Sangbae - 2012
Persistent link: https://www.econbiz.de/10009681055
Cover Image
Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70
Persistent link: https://www.econbiz.de/10011474903
Cover Image
The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa; Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167223
Cover Image
Co-Movements between Germany and International Stock Markets : Some New Evidence from DCC-GARCH and Wavelet Approaches
Uddin, Gazi Salah - 2013
The analysis of co-movements of stock market returns is a fundamental issue in finance. The aim of this paper is to examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period goes from 01 June 1992 to 26 March 2013 and includes...
Persistent link: https://www.econbiz.de/10013077634
Cover Image
Time-Frequency Wavelet Analysis of Stock Market Co-Movement between and within Geographic Trading Blocs
Kaffel, Bilel - 2017
In the context of globalization, through a growing process of market liberalization, advanced technology and economic … scale, implying that the international diversification benefits have largely disappeared in globalized world markets … it reveals that Frances' stock market is able to pull the other major world stock markets at lower and high frequencies …
Persistent link: https://www.econbiz.de/10012948799
Cover Image
How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Li, Zheng-Zheng; Su, Chi-Wei; Zhu, Meng Nan - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 9, pp. 2682-2694
Persistent link: https://www.econbiz.de/10013354990